With the development of biotechnology, a large amount of multi-omics data have been collected for precision medicine. There exists multiple graph-based prior biological knowledge about omics data, such as gene-gene interaction networks. Recently, there has been an increasing interest in introducing graph neural networks (GNNs) into multi-omics learning. However, existing methods have not fully exploited these graphical priors since none have been able to integrate knowledge from multiple sources simultaneously. To solve this problem, we propose a multi-omics data analysis framework by incorporating multiple prior knowledge into graph neural network (MPK-GNN). To the best of our knowledge, this is the first attempt to introduce multiple prior graphs into multi-omics data analysis. Specifically, the proposed method contains four parts: (1) a feature-level learning module to aggregate information from prior graphs; (2) a projection module to maximize the agreement among prior networks by optimizing a contrastive loss; (3) a sample-level module to learn a global representation from input multi-omics features; (4) a task-specific module to flexibly extend MPK-GNN for various downstream multi-omics analysis tasks. Finally, we verify the effectiveness of the proposed multi-omics learning algorithm on the cancer molecular subtype classification task. Experimental results show that MPK-GNN outperforms other state-of-the-art algorithms, including multi-view learning methods and multi-omics integrative approaches.