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Explainability of graph neural networks (GNNs) aims to answer "Why the GNN made a certain prediction?", which is crucial to interpret the model prediction. The feature attribution framework distributes a GNN's prediction to its input features (e.g., edges), identifying an influential subgraph as the explanation. When evaluating the explanation (i.e., subgraph importance), a standard way is to audit the model prediction based on the subgraph solely. However, we argue that a distribution shift exists between the full graph and the subgraph, causing the out-of-distribution problem. Furthermore, with an in-depth causal analysis, we find the OOD effect acts as the confounder, which brings spurious associations between the subgraph importance and model prediction, making the evaluation less reliable. In this work, we propose Deconfounded Subgraph Evaluation (DSE) which assesses the causal effect of an explanatory subgraph on the model prediction. While the distribution shift is generally intractable, we employ the front-door adjustment and introduce a surrogate variable of the subgraphs. Specifically, we devise a generative model to generate the plausible surrogates that conform to the data distribution, thus approaching the unbiased estimation of subgraph importance. Empirical results demonstrate the effectiveness of DSE in terms of explanation fidelity.