Cancer progression is dynamic, and tracking dynamic modules is promising for cancer diagnosis and therapy. Accumulated genomic data provide us an opportunity to investigate the underlying mechanisms of cancers. However, as far as we know, no algorithm has been designed for dynamic modules by integrating heterogeneous omics data. To address this issue, we propose an integrative framework for dynamic module detection based on regularized nonnegative matrix factorization method (DrNMF) by integrating the gene expression and protein interaction network. To remove the heterogeneity of genomic data, we divide the samples of expression profiles into groups to construct gene co-expression networks. To characterize the dynamics of modules, the temporal smoothness framework is adopted, in which the gene co-expression network at the previous stage and protein interaction network are incorporated into the objective function of DrNMF via regularization. The experimental results demonstrate that DrNMF is superior to state-of-the-art methods in terms of accuracy. For breast cancer data, the obtained dynamic modules are more enriched by the known pathways, and can be used to predict the stages of cancers and survival time of patients. The proposed model and algorithm provide an effective integrative analysis of heterogeneous genomic data for cancer progression.