In this paper we study the heart sound segmentation problem using Deep Neural Networks. The impact of available electrocardiogram (ECG) signals in addition to phonocardiogram (PCG) signals is evaluated. To incorporate ECG, two different models considered, which are built upon a 1D U-net - an early fusion one that fuses ECG in an early processing stage, and a late fusion one that averages the probabilities obtained by two networks applied independently on PCG and ECG data. Results show that, in contrast with traditional uses of ECG for PCG gating, early fusion of PCG and ECG information can provide more robust heart sound segmentation. As a proof of concept, we use the publicly available PhysioNet dataset. Validation results provide, on average, a sensitivity of 97.2%, 94.5%, and 95.6% and a Positive Predictive Value of 97.5%, 96.2%, and 96.1% for Early-fusion, Late-fusion, and unimodal (PCG only) models, respectively, showing the advantages of combining both signals at early stages to segment heart sounds.Clinical relevance- Cardiac auscultation is the first line of screening for cardiovascular diseases. Its low cost and simplicity are especially suitable for screening large populations in underprivileged countries. The proposed analysis and algorithm show the potential of effectively including electrocardiogram information to improve heart sound segmentation performance, thus enhancing the capacity of extracting useful information from heart sound recordings.