Precise prediction of anti-cancer drug responses has become a crucial obstruction in anti-cancer drug design and clinical applications. In recent years, various deep learning methods have been applied to drug response prediction and become more accurate. However, they are still criticized as being non-transparent. To offer reliable drug response prediction in real-world applications, there is still a pressing demand to develop a model with high predictive performance as well as interpretability. In this study, we propose DrugVNN, an end-to-end interpretable drug response prediction framework, which extracts gene features of cell lines through a knowledge-guided visible neural network (VNN), and learns drug representation through a node-edge communicative message passing network (CMPNN). Additionally, between these two networks, a novel drug-aware gene attention gate is designed to direct the drug representation to VNN to simulate the effects of drugs. By evaluating on the GDSC dataset, DrugVNN achieved state-of-the-art performance. Moreover, DrugVNN can identify active genes and relevant signaling pathways for specific drug-cell line pairs with supporting evidence in the literature, implying the interpretability of our model.