In this paper, we study homogeneous geodesics in homogeneous Finsler spaces. We first give a simple criterion that characterizes geodesic vectors. We show that the geodesics on a Lie group, relative to a bi-invariant Finsler metric, are the cosets of the one-parameter subgroups. The existence of infinitely many homogeneous geodesics on compact semi-simple Lie group is established. We introduce ...