The lack of explainability in using relevant clinical knowledge hinders the adoption of artificial intelligence-powered analysis of unstructured clinical dialogue. A wealth of relevant, untapped Mental Health (MH) data is available in online communities, providing the opportunity to address the explainability problem with substantial potential impact as a screening tool for both online and offline applications. Inspired by how clinicians rely on their expertise when interacting with patients, we leverage relevant clinical knowledge to classify and explain depression-related data, reducing manual review time and engendering trust. We developed a method to enhance attention in contemporary transformer models and generate explanations for classifications that are understandable by mental health practitioners (MHPs) by incorporating external clinical knowledge. We propose a domain-general architecture called ProcesS knowledgeinfused cross ATtention (PSAT) that incorporates clinical practice guidelines (CPG) when computing attention. We transform a CPG resource focused on depression, such as the Patient Health Questionnaire (e.g. PHQ-9) and related questions, into a machine-readable ontology using SNOMED-CT. With this resource, PSAT enhances the ability of models like GPT-3.5 to generate application-relevant explanations. Evaluation of four expert-curated datasets related to depression demonstrates PSAT's applicationrelevant explanations. PSAT surpasses the performance of twelve baseline models and can provide explanations where other baselines fall short.