Large language models (LMs) such as GPT-4 are very powerful and can process different kinds of natural language processing (NLP) tasks. However, it can be difficult to interpret the results due to the multi-layer nonlinear model structure and millions of parameters. Lack of understanding of how the model works can make the model unreliable and dangerous for everyday users in real-world scenarios. Most recent works exploit the weights of attention to provide explanations for model predictions. However, pure attention-based explanation is unable to support the growing complexity of the models, and cannot reason about their decision-making processes. Thus, we propose LMExplainer, a knowledge-enhanced interpretation module for language models that can provide human-understandable explanations. We use a knowledge graph (KG) and a graph attention neural network to extract the key decision signals of the LM. We further explore whether interpretation can also help AI understand the task better. Our experimental results show that LMExplainer outperforms existing LM+KG methods on CommonsenseQA and OpenBookQA. We also compare the explanation results with generated explanation methods and human-annotated results. The comparison shows our method can provide more comprehensive and clearer explanations. LMExplainer demonstrates the potential to enhance model performance and furnish explanations for the reasoning processes of models in natural language.