With the widespread application of machine learning techniques in time series analysis, the interpretability of models trained on time series data has attracted increasing attention. Most existing explanation methods are based on time-domain features, making it difficult to reveal how complex models focus on time–frequency information. To address this, this paper proposes a time–frequency domain-based time series interpretation method aimed at enhancing the interpretability of models at the time–frequency domain. This method extends the traditional LIME algorithm by combining the ideas of short-time Fourier transform (STFT), inverse STFT, and local interpretable model-agnostic explanations (LIME), and introduces a self-designed TFHS (time–frequency homogeneous segmentation) algorithm. The TFHS algorithm achieves precise homogeneous segmentation of the time–frequency matrix through peak detection and clustering analysis, incorporating the distribution characteristics of signals in both frequency and time dimensions. The experiment verified the effectiveness of the TFHS algorithm on Synthetic Dataset 1 and the effectiveness of the TF-LIME algorithm on Synthetic Dataset 2, and then further evaluated the interpretability performance on the MIT-BIH dataset. The results demonstrate that the proposed method significantly improves the interpretability of time-series models in the time–frequency domain, exhibiting strong generalization capabilities and promising application prospects.