Studies associating changes in the levels of multiple biomolecules including proteins, glycans, glycoproteins, and metabolites with the onset of cancer have been widely investigated to identify clinically relevant diagnostic biomarkers. Advances in liquid or gas chromatography mass spectrometry (LC-MS, GC-MS) have enabled high-throughput qualitative and quantitative analysis of these biomolecules. While results from separate analyses of different biomolecules have been reported widely, the mutual information obtained by partly or fully combining them has been relatively unexplored. In this study, we investigate integrative analysis of proteins, N-glycans, and metabolites to take advantage of complementary information to improve the ability to distinguish cancer cases from controls. Specifically, support vector machine-recursive feature elimination algorithm is utilized to select a panel of proteins, N-glycans, and metabolites based on LC-MS and GC-MS data previously acquired by the analysis of blood samples from two cohorts in a liver cancer study. Improved performances are observed by integrative analysis compared to separate proteomic, glycomic, and metabolomic studies in distinguishing liver cancer cases from patients with liver cirrhosis.