Gas turbine is widely used in aviation and energy industries. Gas path fault diagnosis is an important task for gas turbine operation and maintenance. With the development of information technology, especially deep learning methods, data-driven approaches for gas path diagnosis are developing rapidly in recent years. However, the mechanism of most data-driven models are difficult to explain, resulting in lacking of the credibility of the data-driven methods. In this paper, a novel explainable data-driven model for gas path fault diagnosis based on Convolutional Neural Network (CNN) using Local Interpretable Model-agnostic Explanations (LIME) method is proposed. The input matrix of CNN model is established by considering the mechanism information of gas turbine fault modes and their effects. The relationship between the measurement parameters and fault modes are considered to arrange the relative position in the input matrix. The key parameters which contributes to fault recognition can be achieved by LIME method, and the mechanism information is used to verify the fault diagnostic proceeding and improve the measurement sensor matrix arrangement. A double shaft gas turbine model is used to generate healthy and fault data including 12 typical faults to test the model. The accuracy and interpretability between the CNN diagnosis model built with prior mechanism knowledge and built by parameter correlation matrix are compared, whose accuracy are 96.34% and 89.46% respectively. The result indicates that CNN diagnosis model built with prior mechanism knowledge shows better accuracy and interpretability. This method can express the relevance of the failure mode and its high-correlation measurement parameters in the model, which can greatly improve the interpretability and application value.