Growing attention has been paid in Conversational Recommendation System (CRS), which works as a conversation-based and recommendation task-oriented tool to provide items of interest and explore user preference. However, existing work in CRS fails to explicitly show the reasoning logic to users and the whole CRS still remains a black box. Therefore we propose a novel end-to-end framework named Explanation Generation for Conversational Recommendation (EGCR) based on generating explanations for conversational agents to explain why they make the action. EGCR incorporates user reviews to enhance the item representation and increase the informativeness of the whole conversation. To the best of our knowledge, this is the first framework for explainable conversational recommendation on real-world datasets. Moreover, we evaluate EGCR on one benchmark conversational recommendation datasets and achieve better performance on both recommendation accuracy and conversation quality than other state-of-the art models. Finally, extensive experiments demonstrate that generated explanations are not only having high quality and explainability, but also making CRS more trustworthy. We will make our code available to contribute to the CRS community