In this work, we propose the first backdoor attack to graph neural networks (GNN). Specifically, we propose a \emph{subgraph based backdoor attack} to GNN for graph classification. In our backdoor attack, a GNN classifier predicts an attacker-chosen target label for a testing graph once a predefined subgraph is injected to the testing graph. Our empirical results on three real-world graph datasets show that our backdoor attacks are effective with a small impact on a GNN's prediction accuracy for clean testing graphs. Moreover, we generalize a randomized smoothing based certified defense to defend against our backdoor attacks. Our empirical results show that the defense is effective in some cases but ineffective in other cases, highlighting the needs of new defenses for our backdoor attacks.