Gully erosion possess a serious hazard to critical resources such as soil, water, and vegetation cover within watersheds. Therefore, spatial maps of gully erosion hazards can be instrumental in mitigating its negative consequences. Among the various methods used to explore and map gully erosion, advanced learning techniques, especially deep learning (DL) models, are highly capable of spatial mapping and can provide accurate predictions for generating spatial maps of gully erosion at different scales (e.g., local, regional, continental, and global). In this paper, we applied two DL models, namely a simple recurrent neural network (RNN) and a gated recurrent unit (GRU), to map land susceptibility to gully erosion in the Shamil-Minab plain, Hormozgan province, southern Iran. To address the inherent black box nature of DL models, we applied three novel interpretability methods consisting of SHaply Additive explanation (SHAP), ceteris paribus and partial dependence (CP-PD) profiles and permutation feature importance (PFI). Using the Boruta algorithm, we identified seven important features that control gully erosion: soil bulk density, clay content, elevation, land use type, vegetation cover, sand content, and silt content. These features, along with an inventory map of gully erosion (based on a 70 % training dataset and 30 % test dataset), were used to generate spatial maps of gully erosion using DL models. According to the Kolmogorov-Smirnov (KS) statistic performance assessment measure, the simple RNN model (with KS = 91.6) outperformed the GRU model (with KS = 66.6). Based on the results from the simple RNN model, 7.4 %, 14.5 %, 18.9 %, 31.2 % and 28 % of total area of the plain were classified as very-low, low, moderate, high and very-high hazard classes, respectively. According to SHAP plots, CP-PD profiles, and PFI measures, soil silt content, vegetation cover (NDVI) and land use type had the highest impact on the model's output. Overall, the DL modelling techniques and interpretation methods used in this study proved to be helpful in generating spatial maps of soil erosion hazard, especially gully erosion. Their interpretability can support watershed sustainable management.