Integrative genomics has the potential to uncover relevant loci, as clinical outcome and response to chemotherapies are most likely not due to a single gene (or data type) but rather a complex relationship involving genetic variation, mRNA, DNA methylation, and copy number variation. In addition to this complexity, many complex phenotypes are thought to be controlled by the interplay of multiple genes within the same molecular pathway or gene set (GS). To address these two challenges, we propose an integrative gene set analysis approach and apply this strategy to a cisplatin (CDDP) pharmacogenomics study involving lymphoblastoid cell lines for which genome-wide SNP and mRNA expression data was collected. Application of the integrative GS analysis implicated the role of the RNA binding and cytoskeletal part GSs. The genes LMNB1 and CENPF, within the cytoskeletal part GS, were functionally validated with siRNA knockdown experiments, where the knockdown of LMNB1 and CENPF resulted in CDDP resistance in multiple cancer cell lines. This study demonstrates the utility of an integrative GS analysis strategy for detecting novel genes associated with response to cancer therapies, moving closer to tailored therapy decisions for cancer patients.