Deep neural networks (DNNs) have achieved remarkable performance in many tasks, yet they often behave as opaque black boxes. Explanation-guided learning (EGL) methods steer DNNs using human-provided explanations or supervision on model attributions. These approaches improve interpretability but typically assume benign inputs and incur heavy annotation costs. In contrast, both predictions and saliency maps of DNNs could dramatically alter facing imperceptible perturbations or unseen patterns. Adversarial training (AT) can substantially improve robustness, but it does not guarantee that model decisions rely on semantically meaningful features. In response, we propose Explanation-Guided Adversarial Training (EGAT), a unified framework that integrates the strength of AT and EGL to simultaneously improve prediction performance, robustness, and explanation quality. EGAT generates adversarial examples on the fly while imposing explanation-based constraints on the model. By jointly optimizing classification performance, adversarial robustness, and attributional stability, EGAT is not only more resistant to unexpected cases, including adversarial attacks and out-of-distribution (OOD) scenarios, but also offer human-interpretable justifications for the decisions. We further formalize EGAT within the Probably Approximately Correct learning framework, demonstrating theoretically that it yields more stable predictions under unexpected situations compared to standard AT. Empirical evaluations on OOD benchmark datasets show that EGAT consistently outperforms competitive baselines in both clean accuracy and adversarial accuracy +37% while producing more semantically meaningful explanations, and requiring only a limited increase +16% in training time.