Deregulation of gene expression, a hallmark of cancer, is caused by both genetic and epigenetic mechanisms. The rapid accumulation of epigenome maps of various cancers suggests a new avenue of research, namely integrating epigenomic data with other types of omic data for cancer diagnosis, prognosis, and biomarker discovery. We introduce the MAPIT algorithm (Multi Analyte Pathway Inference Tool), to enable principled integration of epigenomic, transcriptomic, and protein interactome data. As a proof-of-principle, we apply MAPIT to glioblastoma multiforme (GBM), the most common and aggressive form of brain tumor. Few predictive markers were reported for the prognosis of GBM patients. By integrating mRNA transcriptome, promoter DNA methylome and protein-protein physical interactome, we find ten expression- and three methylation-based network markers, involving 118 genes. When tested on additional GBM patient samples, the prognostic accuracy of the multi-analyte network markers (73.5%) is 9.7% and 8.6% higher than previous prognostic signatures built on gene expression or DNA methylation alone. Our results highlight the critical role of two novel pathways in the prognosis of GBM patients, small GTPase-mediated protein trafficking and ubiquitination-dependent protein degradation. A better understanding of these two pathways could lead to personalized therapies for subgroups of GBM patients. Our study demonstrates that integrating epigenomic, transcriptomic, and interactomic data can improve the accuracy network-based prognosis markers and lead to novel mechanistic understanding of cancer.