With the rapid development of modern technologies, massive data are available for the systematic study of Alzheimer’s disease (AD). Though many existing AD studies mainly focus on single-modality omics data, multi-omics datasets can provide a more comprehensive understanding of AD. To bridge this gap, we proposed a novel structural Bayesian factor analysis framework (SBFA) to extract the information shared by multi-omics data through the aggregation of genotyping data, gene expression data, neuroimaging phenotypes and prior biological network knowledge. Our approach can extract common information shared by different modalities and encourage biologically related features to be selected, guiding future AD research in a biologically meaningful way.