Knowledge graph reasoning is a critical task in natural language processing. The task becomes more challenging on temporal knowledge graphs, where each fact is associated with a timestamp. Most existing methods focus on reasoning at past timestamps and they are not able to predict facts happening in the future. This paper proposes Recurrent Event Network (RE-Net), a novel autoregressive architecture for predicting future interactions. The occurrence of a fact (event) is modeled as a probability distribution conditioned on temporal sequences of past knowledge graphs. Specifically, our RE-Net employs a recurrent event encoder to encode past facts, and uses a neighborhood aggregator to model the connection of facts at the same timestamp. Future facts can then be inferred in a sequential manner based on the two modules. We evaluate our proposed method via link prediction at future times on five public datasets. Through extensive experiments, we demonstrate the strength of RE-Net, especially on multi-step inference over future timestamps, and achieve state-of-the-art performance on all five datasets.