The integrative analysis of histopathological images and genomic data has received increasing attention for studying the complex mechanisms of driving cancers. However, most image-genomic studies have been restricted to combining histopathological images with the single modality of genomic data (e.g., mRNA transcription or genetic mutation), and thus neglect the fact that the molecular architecture of cancer is manifested at multiple levels, including genetic, epigenetic, transcriptional, and post-transcriptional events. To address this issue, we propose a novel ordinal multi-modal feature selection (OMMFS) framework that can simultaneously identify important features from both pathological images and multi-modal genomic data (i.e., mRNA transcription, copy number variation, and DNA methylation data) for the prognosis of cancer patients. Our model is based on a generalized sparse canonical correlation analysis framework, by which we also take advantage of the ordinal survival information among different patients for survival outcome prediction. We evaluate our method on three early-stage cancer datasets derived from The Cancer Genome Atlas (TCGA) project, and the experimental results demonstrated that both the selected image and multi-modal genomic markers are strongly correlated with survival enabling effective stratification of patients with distinct survival than the comparing methods, which is often difficult for early-stage cancer patients.