High-throughput omics technologies have enabled the measurement of many genes or metabolites simultaneously. The resulting high dimensional experimental data poses significant challenges to transcriptomics and metabolomics data analysis methods, which may lead to spurious instead of biologically relevant results. One strategy to improve the results is the incorporation of prior biological knowledge in the analysis. This strategy is used to reduce the solution space and/or to focus the analysis on biological meaningful regions. In this article, we review a selection of these methods used in transcriptomics and metabolomics. We combine the reviewed methods in three groups based on the underlying mathematical model: exploratory methods, supervised methods and estimation of the covariance matrix. We discuss which prior knowledge has been used, how it is incorporated and how it modifies the mathematical properties of the underlying methods.