What exactly does "innocent" mean, anyway? Does it just mean free from guilt, or does it imply something a little broader – free from knowledge, perhaps? In The Turn of the Screw, Henry James asks his readers to ponder this question…though he never really provides an answer. However, along the way, he provides a lot of ambiguous food for thought for us to mull over; mostly they're just more questions on top of questions, which is sort of this story's general modus operandi.
As defined in the story, innocence can be equated with ignorance.
The only truly "innocent" character in the story is Mrs. Grose; this innocence is associated with her total lack of imagination.