People need to internalize the skills of AI agents to improve their own capabilities. Our paper focuses on Mahjong, a multiplayer game involving imperfect information and requiring effective long-term decision-making amidst randomness and hidden information. Through the efforts of AI researchers, several impressive Mahjong AI agents have already achieved performance levels comparable to those of professional human players; however, these agents are often treated as black boxes from which few insights can be gleaned. This paper introduces Mxplainer, a parameterized search algorithm that can be converted into an equivalent neural network to learn the parameters of black-box agents. Experiments conducted on AI and human player data demonstrate that the learned parameters provide human-understandable insights into these agents' characteristics and play styles. In addition to analyzing the learned parameters, we also showcase how our search-based framework can locally explain the decision-making processes of black-box agents for most Mahjong game states.