Integrating multi–omics data in one model can increase statistical power. However, designing such a model is challenging because different omics are measured at different levels. We developed the iNETgrate package (https://bioconductor.org/packages/iNETgrate/) that efficiently integrates transcriptome and DNA methylation data in a single gene network. Applying iNETgrate on five independent datasets improved prognostication compared to common clinical gold standards and a patient similarity network approach.