Large Reasoning Models (LRMs) have demonstrated remarkable capabilities in complex problem-solving through Chain-of-Thought (CoT) reasoning. However, the multi-step nature of CoT introduces new safety challenges that extend beyond conventional language model alignment. We identify a failure mode in current safety CoT tuning methods: the \textit{snowball effect}, where minor reasoning deviations progressively amplify throughout the thought process, leading to either harmful compliance or excessive refusal. This effect stems from models being trained to imitate perfect reasoning scripts without learning to self-correct. To address this limitation, we propose AdvChain, an alignment paradigm that teaches models dynamic self-correction through adversarial CoT tuning. Our method involves constructing a dataset containing Temptation-Correction and Hesitation-Correction samples, where models learn to recover from harmful reasoning drifts and unnecessary cautions. Extensive experiments show that AdvChain significantly enhances robustness against jailbreak attacks and CoT hijacking while substantially reducing over-refusal on benign prompts, achieving a superior safety-utility balance without compromising reasoning capabilities. Our work establishes a new direction for building more robust and reliable reasoning models.