In the current control design of safety-critical autonomous systems, formal verification techniques are typically applied after the controller is designed to evaluate whether the required properties (e.g., safety) are satisfied. However, due to the increasing system complexity and the fundamental hardness of designing a controller with formal guarantees, such an open-loop process of design-then-verify often results in many iterations and fails to provide the necessary guarantees. In this paper, we propose a correct-by-construction control learning framework that integrates the verification into the control design process in a closed-loop manner, i.e., design-while-verify. Specifically, we leverage the verification results (computed reachable set of the system state) to construct feedback metrics for control learning, which measure how likely the current design of control parameters can meet the required reach-avoid property for safety and goal-reaching. We formulate an optimization problem based on such metrics for tuning the controller parameters, and develop an approximated gradient descent algorithm with a difference method to solve the optimization problem and learn the controller. The learned controller is formally guaranteed to meet the required reach-avoid property. By treating verifiability as a first-class objective and effectively leveraging the verification results during the control learning process, our approach can significantly improve the chance of finding a control design with formal property guarantees. This is demonstrated via a set of experiments on both linear and non-linear systems that use model-based or neural network based controllers.