Something incriminating makes it clear that you're guilty. Incriminating evidence is often enough for police to arrest a suspect.
An open cookie jar and crumbs all over your brother's shirt are incriminating enough for your grandma to scold him for sneaking cookies, and a detective will probably consider the fact that a suspect is wearing a watch belonging to a robbery victim to be incriminating evidence. In both cases, the evidence suggests guilt. Incriminating comes from the Latin incriminare, "to incriminate," from in-, "in," and criminare, "to accuse of a crime."