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Objective: Comprehensive analysis of histopathology images and transcriptomics data enables the identification of candidate biomarkers and multimodal association patterns. Most existing multimodal data association studies are derived from extensions of the joint nonnegative matrix factorization model for identifying complex data associations, which can make full use of clinical prior information. However, the raw data were usually taken as the input without considering the underlying complex multi-subspace structure, influencing the subsequent integration analysis results. Methods: This study proposed a deep-self reconstructed joint nonnegative matrix factorization (DSRJNMF) model to use self-expressive properties to reconstruct the raw data to characterize the similarity structure associated with clinical labels. Then, the sparsity, orthogonality, and regularization constraints constructed from prior information are added to the DSRJNMF model to determine the sparse set of biologically relevant features across modalities. Results: The algorithm has been applied to identify the imaging genetic association of triple negative breast cancer (TNBC). Multilevel experimental results demonstrate that the proposed algorithm better estimates potential associations between pathological image features and miRNA-gene and identifies consistent multimodal imaging genetic biomarkers to guide the interpretation of TNBC. Conclusion: The propose method provides a novel idea of data association analysis oriented to complex diseases.