The tumor-infiltrating lymphocytes (TILs) and its correlation with tumors have shown significant values in the development of cancers. Many observations indicated that the combination of the whole-slide pathological images (WSIs) and genomic data can better characterize the immunological mechanisms of TILs. However, the existing image-genomic studies evaluated the TILs by the combination of pathological image and single-type of omics data (e.g., mRNA), which is difficulty in assessing the underlying molecular processes of TILs holistically. Additionally, it is still very challenging to characterize the intersections between TILs and tumor regions in WSIs and the high dimensional genomic data also brings difficulty for the integrative analysis with WSIs. Based on the above considerations, we proposed an end-to-end deep learning framework i.e., IMO-TILs that can integrate pathological image with multi-omics data (i.e., mRNA and miRNA) to analyze TILs and explore the survival-associated interactions between TILs and tumors. Specifically, we firstly apply the graph attention network to describe the spatial interactions between TILs and tumor regions in WSIs. As to genomic data, the Concrete AutoEncoder (i.e., CAE) is adopted to select survival-associated Eigengenes from the high-dimensional multi-omics data. Finally, the deep generalized canonical correlation analysis (DGCCA) accompanied with the attention layer is implemented to fuse the image and multi-omics data for prognosis prediction of human cancers. The experimental results on three cancer cohorts derived from the Cancer Genome Atlas (TCGA) indicated that our method can both achieve higher prognosis results and identify consistent imaging and multi-omics bio-markers correlated strongly with the prognosis of human cancers.