Recommending suitable exercises and providing the reasons for these recommendations is a highly valuable task, as it can significantly improve students’ learning efficiency. Nevertheless, the extensive range of exercise resources and the diverse learning capacities of students present a notable difficulty in recommending exercises. Collaborative filtering approaches frequently have difficulties in recommending suitable exercises, whereas deep learning methods lack explanation, which restricts their practical use. To address these issue, this paper proposes KG4EER, an explainable exercise recommendation with a knowledge graph. KG4EER facilitates the matching of various students with suitable exercises and offers explanations for its recommendations. More precisely, a feature extraction module is introduced to represent students’ learning features, and a knowledge graph is constructed to recommend exercises. This knowledge graph, which includes three primary entities — knowledge concepts, students, and exercises — and their interrelationships, serves to recommend suitable exercises. Extensive experiments conducted on three real-world datasets, coupled with expert interviews, establish the superiority of KG4EER over existing baseline methods and underscore its robust explainability.