Reliable automatic diagnosis of Diabetic Retinopathy (DR) and Macular Edema (ME) is an invaluable asset in improving the rate of monitored patients among at-risk populations and in enabling earlier treatments before the pathology progresses and threatens vision. However, the explainability of screening models is still an open question, and specifically designed datasets are required to support the research. We present MAPLES-DR (MESSIDOR Anatomical and Pathological Labels for Explainable Screening of Diabetic Retinopathy), which contains, for 198 images of the MESSIDOR public fundus dataset, new diagnoses for DR and ME as well as new pixel-wise segmentation maps for 10 anatomical and pathological biomarkers related to DR. This paper documents the design choices and the annotation procedure that produced MAPLES-DR, discusses the interobserver variability and the overall quality of the annotations, and provides guidelines on using the dataset in a machine learning context.