Gene regulatory network (GRN) construction is a central task of systems biology. Integration of different data sources to infer and construct GRNs is an important consideration for the success of this effort. In this paper, we will discuss distinctive strategies of data integration for GRN construction. Basically, the process of integration of different data sources is divided into two phases: the first phase is collection of the required data and the second phase is data processing with advanced algorithms to infer the GRNs. In this paper these two phases are called "structural integration" and "analytic integration," respectively. Compared with the nonintegration strategies, the integration strategies perform quite well and have better agreement with the experimental evidence.