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Parkinson's disease (PD) diagnosis based on magnetic resonance imaging (MRI) is still challenging clinically. Quantitative susceptibility maps (QSM) can potentially provide underlying pathophysiological information by detecting the iron distribution in deep gray matter (DGM) nuclei. We hypothesized that deep learning (DL) could be used to automatically segment all DGM nuclei and use relevant features for a better differentiation between PD and healthy controls (HC). In this study, we proposed a DL‐based pipeline for automatic PD diagnosis based on QSM and T1‐weighted (T1W) images. This consists of (1) a convolutional neural network model integrated with multiple attention mechanisms which simultaneously segments caudate nucleus, globus pallidus, putamen, red nucleus, and substantia nigra from QSM and T1W images, and (2) an SE‐ResNeXt50 model with an anatomical attention mechanism, which uses QSM data and the segmented nuclei to distinguish PD from HC. The mean dice values for segmentation of the five DGM nuclei are all >0.83 in the internal testing cohort, suggesting that the model could segment brain nuclei accurately. The proposed PD diagnosis model achieved area under the the receiver operating characteristic curve (AUCs) of 0.901 and 0.845 on independent internal and external testing cohorts, respectively. Gradient‐weighted class activation mapping (Grad‐CAM) heatmaps were used to identify contributing nuclei for PD diagnosis on patient level. In conclusion, the proposed approach can potentially be used as an automatic, explainable pipeline for PD diagnosis in a clinical setting. [ABSTRACT FROM AUTHOR]