Human analysts working for threat intelligence leverage tools powered by artificial intelligence to routinely assemble actionable intelligence. Yet, threat intelligence sources and methods often have significant uncertainties and biases. In addition, data sharing might be limited for operational, strategic, or legal reasons. Experts are aware of these limitations but lack formal means to represent and quantify these uncertainties in their daily work. In this chapter, we enunciate the technical, legal, and societal challenges for building explainable AI for threat intelligence. We also discuss ideas for overcoming these challenges.@en