Cancer genomic data contain views from different sources that provide complementary information about genetic activity. This provides a new way for cancer research. Feature selection and multi-view clustering are hot topics in bioinformatics, and they can make full use of complementary information to improve the effect. In this paper, a novel integrated model called Multi-view Non-negative Matrix Factorization (MvNMF) is proposed for the selection of common differential genes (co-differential genes) and multi-view clustering. In order to encode the geometric information in the multi-view genomic data, graph regularized MvNMF (GMvNMF) is further proposed by applying the graph regularization constraint in the objective function. GMvNMF can not only obtain the potential shared feature structure and shared cluster group structure, but also capture the manifold structure of multi-view data. The validity of the proposed GMvNMF method was tested in four multi-view genomic data. Experimental results showed that the GMvNMF method has better performance than other representative methods.