Multimedia information retrieval usually involves two key modules including effective feature representation and ranking model construction. Most existing approaches are incapable of well modeling the inherent correlations and interactions between them, resulting in the loss of the latent consensus structure information. To alleviate this problem, we propose a learning to rank approach that simultaneously obtains a set of deep linear features and constructs structure-aware ranking models in a joint learning framework. Specifically, the deep linear feature learning corresponds to a series of matrix factorization tasks in a hierarchical manner, while the learning-to-rank part concentrates on building a ranking model that effectively encodes the intrinsic ranking information by structural SVM learning. Through a joint learning mechanism, the two parts are mutually reinforced in our approach, and meanwhile their underlying interaction relationships are implicitly reflected by solving an alternating optimization problem. Due to the intrinsic correlations among different queries (i.e., similar queries for similar ranking lists), we further formulate the learning-to-rank problem as a multi-task problem, which is associated with a set of mutually related query-specific learning-to-rank subproblems. For computational efficiency and scalability, we design a MapReduce-based parallelization approach to speed up the learning processes. Experimental results demonstrate the efficiency, effectiveness, and scalability of the proposed approach in multimedia information retrieval.