Large omics datasets are becoming increasingly available for research into human health. This paper presents DeepOmicsAE, a workflow optimized for the analysis of multi-omics datasets, including proteomics, metabolomics, and clinical data. This workflow employs a type of neural network called autoencoder, to extract a concise set of features from the high-dimensional multi-omics input data. Furthermore, the workflow provides a method to optimize the key parameters needed to implement the autoencoder. To showcase this workflow, clinical data were analyzed from a cohort of 142 individuals who were either healthy or diagnosed with Alzheimer's disease, along with the proteome and metabolome of their postmortem brain samples. The features extracted from the latent layer of the autoencoder retain the biological information that separates healthy and diseased patients. In addition, the individual extracted features represent distinct molecular signaling modules, each of which interacts uniquely with the individuals' clinical features, providing for a mean to integrate the proteomics, metabolomics, and clinical data.