Background/Objectives: This study aims to develop a comprehensive Clinical Decision Support System (CDSS) that integrates multi-sequence sacroiliac joint (SIJ) MRIs with rheumatological, clinical, and laboratory findings into the decision-making process for the early diagnosis of axial spondyloarthritis (axSpA), incorporating segmentation-supported explainability. Methods: Multi-sequence SIJ MRI data (T1-WI, T2-WI, STIR, and PD-WI) were analysed from 367 participants (n = 193 axSpA; n = 174 non-axSpA controls). Sequence-based classification was performed using VGG16, ResNet50, DenseNet121, and InceptionV3 models; additionally, a lightweight and parameter-efficient SacroNet architecture was developed. Slice-level probability scores were converted to patient-level scores using the Dynamic Top-K Averaging method. Image-based scores were combined with a logistic regression-based clinical risk score using weighted linear integration (0.60 image/0.40 clinical) and a conservative threshold (τ = 0.70). Grad-CAM was applied for visual interpretability. Furthermore, to support the diagnostic outcomes with precise spatial data, active inflammation in STIR and T2-WI sequences was segmented. For this purpose, the MDC-UNet model was employed and compared with baseline U-Net derivatives. Results: Sequence-specific analysis showed VGG16 performing best on T1-WI (AUC = 0.920; Accuracy = 0.878) and DenseNet121 on STIR (AUC = 0.793; Accuracy = 0.771). The SacroNet architecture provided competitive classification performance at the patient level despite its low number of parameters (~110 K). Furthermore, MDC-UNet successfully segmented active inflammation, yielding Dice scores of 0.752 (HD95: 19.25) for STIR and 0.682 (HD95: 26.21) for T2-WI. Conclusions: The findings demonstrate that patient-level decision integration based on multi-sequence MRI, when used in conjunction with clinical risk scoring and segmentation-assisted interpretability, can provide a feasible and interpretable DSS framework for the early diagnosis of axSpA.