Eating disorders are a growing problem especially among young people, yet they have been under-studied in computational research compared to other mental health disorders such as depression. Computational methods have a great potential to aid with the automatic detection of mental health problems, but state-of-the-art machine learning methods based on neural networks are notoriously difficult to interpret, which is a crucial problem for applications in the mental health domain. We propose leveraging the power of deep learning models for automatically detecting signs of anorexia based on social media data, while at the same time focusing on interpreting their behavior. We train a hierarchical attention network to detect people with anorexia and use its internal encodings to discover different clusters of anorexia symptoms. We interpret the identified patterns from multiple perspectives, including emotion expression, psycho-linguistic features and personality traits, and we offer novel hypotheses to interpret our findings from a psycho-social perspective. Some interesting findings are patterns of word usage in some users with anorexia which show that they feel less as being part of a group compared to control cases, as well as that they have abandoned explanatory activity as a result of a greater feeling of helplessness and fear.