diff --git a/homeassistant/components/bayesian/binary_sensor.py b/homeassistant/components/bayesian/binary_sensor.py
index 1d3720f6723..c2e9e220a20 100644
--- a/homeassistant/components/bayesian/binary_sensor.py
+++ b/homeassistant/components/bayesian/binary_sensor.py
@@ -1,5 +1,6 @@
 """Use Bayesian Inference to trigger a binary sensor."""
 from collections import OrderedDict
+from itertools import chain
 
 import voluptuous as vol
 
@@ -21,6 +22,7 @@ import homeassistant.helpers.config_validation as cv
 from homeassistant.helpers.event import async_track_state_change
 
 ATTR_OBSERVATIONS = "observations"
+ATTR_OCCURRED_OBSERVATION_ENTITIES = "occurred_observation_entities"
 ATTR_PROBABILITY = "probability"
 ATTR_PROBABILITY_THRESHOLD = "probability_threshold"
 
@@ -126,6 +128,15 @@ class BayesianBinarySensor(BinarySensorDevice):
         self.probability = prior
 
         self.current_obs = OrderedDict({})
+        self.entity_obs_dict = []
+
+        for obs in self._observations:
+            if "entity_id" in obs:
+                self.entity_obs_dict.append([obs.get("entity_id")])
+            if "value_template" in obs:
+                self.entity_obs_dict.append(
+                    list(obs.get(CONF_VALUE_TEMPLATE).extract_entities())
+                )
 
         to_observe = set()
         for obs in self._observations:
@@ -251,6 +262,13 @@ class BayesianBinarySensor(BinarySensorDevice):
         """Return the state attributes of the sensor."""
         return {
             ATTR_OBSERVATIONS: list(self.current_obs.values()),
+            ATTR_OCCURRED_OBSERVATION_ENTITIES: list(
+                set(
+                    chain.from_iterable(
+                        self.entity_obs_dict[obs] for obs in self.current_obs.keys()
+                    )
+                )
+            ),
             ATTR_PROBABILITY: round(self.probability, 2),
             ATTR_PROBABILITY_THRESHOLD: self._probability_threshold,
         }
diff --git a/tests/components/bayesian/test_binary_sensor.py b/tests/components/bayesian/test_binary_sensor.py
index c8a23517ae1..fb9bc7d5e5c 100644
--- a/tests/components/bayesian/test_binary_sensor.py
+++ b/tests/components/bayesian/test_binary_sensor.py
@@ -259,3 +259,54 @@ class TestBayesianBinarySensor(unittest.TestCase):
             prior = bayesian.update_probability(prior, pt, pf)
 
         assert round(abs(0.9130434782608695 - prior), 7) == 0
+
+    def test_observed_entities(self):
+        """Test sensor on observed entities."""
+        config = {
+            "binary_sensor": {
+                "name": "Test_Binary",
+                "platform": "bayesian",
+                "observations": [
+                    {
+                        "platform": "state",
+                        "entity_id": "sensor.test_monitored",
+                        "to_state": "off",
+                        "prob_given_true": 0.8,
+                        "prob_given_false": 0.4,
+                    },
+                    {
+                        "platform": "template",
+                        "value_template": "{{is_state('sensor.test_monitored1','on') and is_state('sensor.test_monitored','off')}}",
+                        "prob_given_true": 0.9,
+                    },
+                ],
+                "prior": 0.2,
+                "probability_threshold": 0.32,
+            }
+        }
+
+        assert setup_component(self.hass, "binary_sensor", config)
+
+        self.hass.states.set("sensor.test_monitored", "on")
+        self.hass.block_till_done()
+        self.hass.states.set("sensor.test_monitored1", "off")
+        self.hass.block_till_done()
+
+        state = self.hass.states.get("binary_sensor.test_binary")
+        assert [] == state.attributes.get("occurred_observation_entities")
+
+        self.hass.states.set("sensor.test_monitored", "off")
+        self.hass.block_till_done()
+
+        state = self.hass.states.get("binary_sensor.test_binary")
+        assert ["sensor.test_monitored"] == state.attributes.get(
+            "occurred_observation_entities"
+        )
+
+        self.hass.states.set("sensor.test_monitored1", "on")
+        self.hass.block_till_done()
+
+        state = self.hass.states.get("binary_sensor.test_binary")
+        assert ["sensor.test_monitored", "sensor.test_monitored1"] == sorted(
+            state.attributes.get("occurred_observation_entities")
+        )