We construct new heterotic string backgrounds which are analogous to superstring solutions corresponding to coset models but are not simply the 'embeddings'of the latter. They are described by the (1,0) supersymmetric extension of the G/H chiral gauged WZNW models. The 'chiral gauged' WZNW action differs from the standard gauged WZNW action by the absence of the AĀ-term (and thus is not gauge invariant in the usual sense) but can still be expressed as a combination of WZNW actions and is conformal invariant. We explain a close relation between gauged and chiral gauged WZNW models and prove that in the case of the abelian H the G/H chiral gauged theory is equivalent to a particular (G × H)/H gauged WZNW theory. In contrast to the gauged WZNW model, the chiral gauged one admits a (1,0) supersymmetric extension which is consistent at the quantum level. Integrating out the 2d gauge field we determine the exact (in α ′ ) form of the couplings of the corresponding heterotic sigma model. While in the bosonic (superstring) cases all the fields depend (do not depend) non-trivially on α ′ here the metric receives only one O(α ′ ) correction while the antisymmetric tensor and the dilaton remain semiclassical. As a simplest example, we discuss the basic D = 3 solution which is the heterotic string counterpart of the 'black string' SL(2, R) × R/R background.