Various types of genomic data (e.g., SNPs and mRNA transcripts) have been employed to identify risk genes for complex diseases. However, the analysis of these data has largely been performed in isolation. Combining these multiple data for integrative analysis can take advantage of complementary information and thus can have higher power to identify genes (and/or their functions) that would otherwise be impossible with individual data analysis. Due to the different nature, structure, and format of diverse sets of genomic data, multiple genomic data integration is challenging. Here we address the problem by developing a sparse representation based clustering (SRC) method for integrative data analysis. As an example, we applied the SRC method to the integrative analysis of 376821 SNPs in 200 subjects (100 cases and 100 controls) and expression data for 22283 genes in 80 subjects (40 cases and 40 controls) to identify significant genes for osteoporosis (OP). Comparing our results with previous studies, we identified some genes known related to OP risk (e.g., ‘THSD4’, ‘CRHR1’, ‘HSD11B1’, ‘THSD7A’, ‘BMPR1B’ ‘ADCY10’, ‘PRL’, ‘CA8’,’ESRRA’, ‘CALM1’, ‘CALM1’, ‘SPARC’, and ‘LRP1’). Moreover, we uncovered novel osteoporosis susceptible genes (‘DICER1’, ‘PTMA’, etc.) that were not found previously but play functionally important roles in osteoporosis etiology from existing studies. In addition, the SRC method identified genes can lead to higher accuracy for the diagnosis/classification of osteoporosis subjects when compared with the traditional T-test and Fisher-exact test, which further validates the proposed SRC approach for integrative analysis.