Abstract Cancer is rarely the straightforward consequence of an abnormality in a single gene, but rather reflects a complex interplay of many genes, represented as gene modules. Here, we leverage the recent advances of model-agnostic interpretation approach and develop CGMega, an explainable and graph attention-based deep learning framework to perform cancer gene module dissection. CGMega outperforms current approaches in cancer gene prediction, and it provides a promising approach to integrate multi-omics information. We apply CGMega to breast cancer cell line and acute myeloid leukemia (AML) patients, and we uncover the high-order gene module formed by ErbB family and tumor factors NRG1 , PPM1A and DLG2 . We identify 396 candidate AML genes, and observe the enrichment of either known AML genes or candidate AML genes in a single gene module. We also identify patient-specific AML genes and associated gene modules. Together, these results indicate that CGMega can be used to dissect cancer gene modules, and provide high-order mechanistic insights into cancer development and heterogeneity.