The study of human brain connectivity, including structural connectivity (SC) and functional connectivity (FC), provides insights into the neurophysiological mechanism of brain function and its relationship to human behavior and cognition. Both types of connectivity measurements provide crucial yet complementary information. However, integrating these two modalities into a single framework remains a challenge, because of the differences in their quantitative interdependencies as well as their anatomical representations due to distinctive imaging mechanisms. In this study, we introduced a new method, joint cmICA (connectivity matrix ICA), which provides a data-driven parcellation and automated-linking of SC and FC information simultaneously using a joint analysis of functional MRI and diffusion-weighted MRI data. We showed that these two connectivity modalities produce common cortical segregation, though with various degrees of (dis)similarity. Moreover, we show conjoint functional connectivity networks and structural white matter tracts that directly link these cortical parcellations/sources, within one analysis. Overall, data driven joint cmICA provides a new approach for integrating or fusing structural connectivity and functional connectivity systematically and conveniently, and provides an effective tool for connectivity-based multimodal data fusion in brain.