Deep Neural Networks (DNNs) are expected to provide explanation for users to understand their black-box predictions. Saliency map is a common form of explanation illustrating the heatmap of feature attributions, but it suffers from noise in distinguishing important features. In this paper, we propose a model-agnostic learning method called Saliency Constrained Adaptive Adversarial Training (SCAAT) to improve the quality of such DNN interpretability. By constructing adversarial samples under the guidance of saliency map, SCAAT effectively eliminates most noise and makes saliency maps sparser and more faithful without any modification to the model architecture. We apply SCAAT to multiple DNNs and evaluate the quality of the generated saliency maps on various natural and pathological image datasets. Evaluations on different domains and metrics show that SCAAT significantly improves the interpretability of DNNs by providing more faithful saliency maps without sacrificing their predictive power.