Previous neural machine translation models used some heuristic search algorithms (e.g., beam search) in order to avoid solving the maximum a posteriori problem over translation sentences at test phase. In this paper, we propose the \textit{Gumbel-Greedy Decoding} which trains a generative network to predict translation under a trained model. We solve such a problem using the Gumbel-Softmax reparameterization, which makes our generative network differentiable and trainable through standard stochastic gradient methods. We empirically demonstrate that our proposed model is effective for generating sequences of discrete words.