There is very little true innocence in Lolita and the sad part is that Humbert's attraction to innocence always means that he wants to take advantage of it. The idea of innocence in the novel refers first to Humbert's lack of it. He is, after all, telling his story from jail, where he sits rotting because he murdered someone. Though he recounts the story of his affair with Lolita, he doesn't try to play off that he didn't do anything wrong, but he does try to win the reader to his side. In other words, he's not innocent (far from it), but there are all sorts of reasons for what he did and they often involve a lack of innocence on the part of others.
Innocence also emerges as a theme in connection to America, a country that has fully embraced consumer possibilities, shallow movie magazines, and popular culture. Humbert links Lolita's lack of innocence to all of this American-ness, but he also makes a point of explaining that Lolita was not a virgin when he got to her and that she seduced him. In other words, he did not steal her innocence.
Humbert is not only guilty of Quilty's death, but of Charlotte's as well.
Humbert's perversions mean that he actually finds childhood innocence sexy.