Segmentation and mutant classification of high-frequency ultrasound (HFU) mouse embryo brain ventricle (BV) and body images can provide valuable information for developmental biologists. However, manual segmentation and identification of BV and body requires substantial time and expertise. This article proposes an accurate, efficient and explainable deep learning pipeline for automatic segmentation and classification of the BV and body. For segmentation, a two-stage framework is implemented. The first stage produces a low-resolution segmentation map, which is then used to crop a region of interest (ROI) around the target object and serve as the probability map of the autocontext input for the second-stage fine-resolution refinement network. The segmentation then becomes tractable on high-resolution 3-D images without time-consuming sliding windows. The proposed segmentation method significantly reduces inference time (102.36-0.09 s/volume ≈ 1000× faster) while maintaining high accuracy comparable to previous sliding-window approaches. Based on the BV and body segmentation map, a volumetric convolutional neural network (CNN) is trained to perform a mutant classification task. Through backpropagating the gradients of the predictions to the input BV and body segmentation map, the trained classifier is found to largely focus on the region where the Engrailed-1 (En1) mutation phenotype is known to manifest itself. This suggests that gradient backpropagation of deep learning classifiers may provide a powerful tool for automatically detecting unknown phenotypes associated with a known genetic mutation.