In this current era, biomedical big data handling is a challenging task. Interestingly, the integration of multi-modal data, followed by significant feature mining (gene signature detection), becomes a daunting task. Remembering this, here, we proposed a novel framework, namely, three-factor penalized, non-negative matrix factorization-based multiple kernel learning with soft margin hinge loss (3PNMF-MKL) for multi-modal data integration, followed by gene signature detection. In brief, limma, employing the empirical Bayes statistics, was initially applied to each individual molecular profile, and the statistically significant features were extracted, which was followed by the three-factor penalized non-negative matrix factorization method used for data/matrix fusion using the reduced feature sets. Multiple kernel learning models with soft margin hinge loss had been deployed to estimate average accuracy scores and the area under the curve (AUC). Gene modules had been identified by the consecutive analysis of average linkage clustering and dynamic tree cut. The best module containing the highest correlation was considered the potential gene signature. We utilized an acute myeloid leukemia cancer dataset from The Cancer Genome Atlas (TCGA) repository containing five molecular profiles. Our algorithm generated a 50-gene signature that achieved a high classification AUC score (viz., 0.827). We explored the functions of signature genes using pathway and Gene Ontology (GO) databases. Our method outperformed the state-of-the-art methods in terms of computing AUC. Furthermore, we included some comparative studies with other related methods to enhance the acceptability of our method. Finally, it can be notified that our algorithm can be applied to any multi-modal dataset for data integration, followed by gene module discovery.