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Attributed networks are a type of graph structured data used in many real-world scenarios. Detecting anomalies on attributed networks has a wide spectrum of applications such as spammer detection and fraud detection. Although this research area draws increasing attention in the last few years, previous works are mostly unsupervised because of expensive costs of labeling ground truth anomalies. Many recent studies have shown different types of anomalies are often mixed together on attributed networks and such invaluable human knowledge could provide complementary insights in advancing anomaly detection on attributed networks. To this end, we study the novel problem of modeling and integrating human knowledge of different anomaly types for attributed network anomaly detection. Specifically, we first model prior human knowledge through a novel data augmentation strategy. We then integrate the modeled knowledge in a Siamese graph neural network encoder through a well-designed contrastive loss. In the end, we train a decoder to reconstruct the original networks from the node representations learned by the encoder, and rank nodes according to its reconstruction error as the anomaly metric. Experiments on five real-world datasets demonstrate that the proposed framework outperforms the state-of-the-art anomaly detection algorithms.