In order to determine the health status of the neonates, studies focus on either statistical behavior of the thermograms' temperature distributions, or just correct classifications of the thermograms. However, there exists always a lack of explain-ability for classification processes. Especially in the medical studies, doctors need explanations to assess the possible results of the decisions. Presenting our new study, how Convolutional Neural Networks (CNNs) decide the health status of neonates has been shown for the first time by using Class Activation Maps (CAMs). VGG16 which is one of the pre-trained models has been selected as a CNN model and the last layers of the VGG16 have been tuned according to CAMs. When the model was trained for 50 epochs, train-validation accuracies reached over 95% and test sensitivity-specificity were obtained as 80.701%-96.842% respectively. According to our findings, the CNN learns the temperature distribution of the body by mainly looking at the neck, armpit, and abdomen regions. The focused regions of the healthy babies are armpit and abdomen whereas of the unhealthy babies are neck and abdomen regions. Thus, we can say that the CNN focuses on dedicated regions to monitor the neonates and decides the health status of the neonates.