Predicting future trajectories of road agents is a critical task for autonomous driving. Recent goal-based trajectory prediction methods, such as DenseTNT and PECNet [1], [2], have shown good performance on prediction tasks on public datasets. However, they usually require complicated goal-selection algorithms and optimization. In this work, we propose KEMP, a hierarchical end-to-end deep learning framework for trajectory prediction. At the core of our framework is keyframe-based trajectory prediction, where keyframes are representative states that trace out the general direction of the trajectory. KEMP first predicts keyframes conditioned on the road con-text, and then fills in intermediate states conditioned on the keyframes and the road context. Under our general framework, goal-conditioned methods are special cases in which the number of keyframes equal to one. Unlike goal-conditioned methods, our keyframe predictor is learned automatically and does not require hand-crafted goal-selection algorithms. We evaluate our model on public benchmarks and our model ranked 1st on Waymo Open Motion Dataset Leaderboard (as of September 1, 2021).