The Kagome superconductors AV$_3$Sb$_5$ (A=K, Rb, Cs) have received enormous attention due to their nontrivial topological electronic structure, anomalous physical properties and superconductivity. Unconventional charge density wave (CDW) has been detected in AV$_3$Sb$_5$ that is found to be intimately intertwined with the anomalous Hall effect and superconductivity. High-precision electronic structure determination is essential to understand the origin of the CDW transition and its interplay with electron correlation, topology and superconductivity, yet, little evidence has been found about the impact of the CDW state on the electronic structure in AV$_3$Sb$_5$. Here we unveil electronic nature of the CDW phase in our high-resolution angle-resolved photoemission (ARPES) measurements on KV$_3$Sb$_5$. We have observed CDW-induced Fermi surface reconstruction and the associated band structure folding. The CDW-induced band splitting and the associated gap opening have been revealed at the boundary of the pristine and reconstructed Brillouin zone. The Fermi surface- and momentum-dependent CDW gap is measured for the first time and the strongly anisotropic CDW gap is observed for all the V-derived Fermi surface sheets. In particular, we have observed signatures of the electron-phonon coupling for all the V-derived bands. These results provide key insights in understanding the nature of the CDW state and its interplay with superconductivity in AV$_3$Sb$_5$ superconductors.
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