Molecular dynamics (MD) simulations have made great contribution to revealing structural and functional mechanisms for many biomolecular systems. However, how to identify functional states and important residues from vast conformation space generated by MD remains challenging; thus an intelligent navigation is highly desired. Despite intelligent advantages of deep learning exhibited in analyzing MD trajectory, its black-box nature limits its application. To address this problem, we explore an interpretable convolutional neural network (CNN)-based deep learning framework to automatically identify diverse active states from the MD trajectory for G-protein-coupled receptors (GPCRs), named the ICNNMD model. To avoid the information loss in representing the conformation structure, the pixel representation is introduced, and then the CNN module is constructed to efficiently extract features followed by a fully connected neural network to realize the classification task. More importantly, we design a local interpretable model-agnostic explanation interpreter for the classification result by local approximation with a linear model, through which important residues underlying distinct active states can be quickly identified. Our model showcases higher than 99% classification accuracy for three important GPCR systems with diverse active states. Notably, some important residues in regulating different biased activities are successfully identified, which are beneficial to elucidating diverse activation mechanisms for GPCRs. Our model can also serve as a general tool to analyze MD trajectory for other biomolecular systems. All source codes are freely available at https://github.com/Jane-Liu97/ICNNMD for aiding MD studies.