say vs explain

say is a noun but explain is not a noun.

Word	Noun	Adjective	Verb	Adverb
say	Yes	No	Yes	No
explain	No	No	Yes	No

As verbs, explain is a hyponym of say; that is, explain is a word with a more specific, narrower meaning than say:

say (noun)	explain (noun)
the chance to speak

say (verb)	explain (verb)
express in words	make plain and comprehensible
report or maintain	define
speak, pronounce, or utter in a certain way	serve as a reason or cause or justification of
express a supposition
give instructions to or direct somebody to do something with authority
communicate or express nonverbally
recite or repeat a fixed text
indicate
state as one's opinion or judgement; declare
utter aloud
have or contain a certain wording or form