Graph Neural Networks (GNNs) are a powerful tool for machine learning on graphs. GNNs combine node feature information with the graph structure by recursively passing neural messages along edges of the input graph. However, incorporating both graph structure and feature information leads to complex models and explaining predictions made by GNNs remains unsolved. Here we propose GnnExplainer, the first general, model-agnostic approach for providing interpretable explanations for predictions of any GNN-based model on any graph-based machine learning task. Given an instance, GnnExplainer identifies a compact subgraph structure and a small subset of node features that have a crucial role in GNN's prediction. Further, GnnExplainer can generate consistent and concise explanations for an entire class of instances. We formulate GnnExplainer as an optimization task that maximizes the mutual information between a GNN's prediction and distribution of possible subgraph structures. Experiments on synthetic and real-world graphs show that our approach can identify important graph structures as well as node features, and outperforms alternative baseline approaches by up to 43.0% in explanation accuracy. GnnExplainer provides a variety of benefits, from the ability to visualize semantically relevant structures to interpretability, to giving insights into errors of faulty GNNs.