Pneumoconiosis remains one of the most common and harmful occupational diseases in China, leading to huge economic losses to society with its high prevalence and costly treatment. Diagnosis of pneumoconiosis still strongly depends on the experience of radiologists, which affects rapid detection on large populations. Recent research focuses on computer-aided detection based on machine learning. These have achieved high accuracy, among which artificial neural network (ANN) shows excellent performance. However, due to imbalanced samples and lack of interpretability, wide utilization in clinical practice meets difficulty. To address these problems, we first establish a pneumoconiosis radiograph dataset, including both positive and negative samples. Second, deep convolutional diagnosis approaches are compared in pneumoconiosis detection, and a balanced training is adopted to promote recall. Comprehensive experiments conducted on this dataset demonstrate high accuracy (88.6%). Third, we explain diagnosis results by visualizing suspected opacities on pneumoconiosis radiographs, which could provide solid diagnostic reference for surgeons.