MOTIVATION: Developing computational tools for integrative analysis across multiple types of omics data has been of immense importance in cancer molecular biology and precision medicine research. While recent advancements have yielded integrative prediction solutions for multi-omics data, these methods lack a comprehensive and cohesive understanding of the rationale behind their specific predictions. To shed light on personalized medicine and unravel previously unknown characteristics within integrative analysis of multi-omics data, we introduce a novel integrative neural network approach for cancer molecular subtype and biomedical classification applications, named Integrative Graph Convolutional Networks (IGCN). RESULTS: To demonstrate the superiority of IGCN, we compare its performance with other state-of-the-art approaches across different cancer subtype and biomedical classification tasks. Our experimental results show that our proposed model outperforms the state-of-the-art and baseline methods. IGCN identifies which types of omics data receive more emphasis for each patient when predicting a specific class. Additionally, IGCN has the capability to pinpoint significant biomarkers from a range of omics data types. AVAILABILITY AND IMPLEMENTATION: The source code is available at https://github.com/bozdaglab/IGCN.