Tracking the dynamic modules (modules change over time) during cancer progression is essential for studying cancer pathogenesis, diagnosis, and therapy. However, current algorithms only focus on detecting dynamic modules from temporal cancer networks without integrating the heterogeneous genomic data, thereby resulting in undesirable performance. To attack this issue, we propose a novel algorithm (aka TANMF) to detect dynamic modules in cancer temporal attributed networks, which integrates the temporal networks and gene attributes. To obtain the dynamic modules, the temporality and gene attributed are incorporated into an overall objective function, which transforms the dynamic module detection into an optimization problem. TANMF jointly decomposes the snapshots at two subsequent time steps to obtain the latent features of dynamic modules, where the attributes are fused via regulations. Furthermore, the L1 constraint is imposed to improve the robustness. Experimental results demonstrate that TANMF is more accurate than state-of-the-art methods in terms of accuracy. By applying TANMF to breast cancer data, the obtained dynamic modules are more enriched by the known pathways and associated with patients' survival time. The proposed model and algorithm provide an effective way for the integrative analysis of heterogeneous omics.