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While fine-tuning pre-trained networks has become a popular way to train image segmentation models, such backbone networks for image segmentation are frequently pre-trained using image classification source datasets, e.g., ImageNet. Though image classification datasets could provide the backbone networks with rich visual features and discriminative ability, they are incapable of fully pre-training the target model (i.e., backbone+segmentation modules) in an end-to-end manner. The segmentation modules are left to random initialization in the fine-tuning process due to the lack of segmentation labels in classification datasets. In our work, we propose a method that leverages Pseudo Semantic Segmentation Labels (PSSL), to enable the end-to-end pre-training for image segmentation models based on classification datasets. PSSL was inspired by the observation that the explanation results of classification models, obtained through explanation algorithms such as CAM, SmoothGrad and LIME, would be close to the pixel clusters of visual objects. Specifically, PSSL is obtained for each image by interpreting the classification results and aggregating an ensemble of explanations queried from multiple classifiers to lower the bias caused by single models. With PSSL for every image of ImageNet, the proposed method leverages a weighted segmentation learning procedure to pre-train the segmentation network en masse. Experiment results show that, with ImageNet accompanied by PSSL as the source dataset, the proposed end-to-end pre-training strategy successfully boosts the performance of various segmentation models, i.e., PSPNet-ResNet50, DeepLabV3-ResNet50, and OCRNet-HRNetW18, on a number of segmentation tasks, such as CamVid, VOC-A, VOC-C, ADE20K, and CityScapes, with significant improvements. The source code is availabel at https://github.com/PaddlePaddle/PaddleSeg.