Clickbait is the use of an enticing title as bait to deceive users to click. However, the corresponding content is often disappointing, infuriating or even deceitful. This practice has brought serious damage to our social trust, especially to online media, which is one of the most important channels for information acquisition in our daily life. Currently, clickbait is spreading on the internet and causing serious damage to society. However, research on clickbait detection has not yet been well performed. Almost all existing research treats clickbait detection as a binary classification task and only uses the title as the input. This shallow usage of information and detection technology not only suffers from low performance in real detection (e.g., it is easy to bypass) but is also difficult to use in further research (e.g., potential empirical studies). In this work, we proposed a novel clickbait detection model that incorporated a knowledge graph, a graph convolutional network and a graph attention network to conduct fine-grained-level clickbait detection. According to experiments using a real dataset, our novel proposed model outperformed classical and state-of-the-art baselines. In addition, certain explainability can also be achieved in our model through the graph attention network. Our fine-grained-level results can provide a measurement foundation for future empirical study. To the best of our knowledge, this is the first attempt to incorporate a knowledge graph and deep learning technique to detect clickbait and achieve explainability.