In recent biomedical studies, omics profiling has been extensively conducted on various types of mental disorders. In most of the existing analyses, a single type of mental disorder and a single type of omics measurement are analyzed. In the study of other complex diseases, integrative analysis, both vertical and horizontal integration, has been conducted and shown to bring significantly new insights into disease etiology, progression, biomarkers, and treatment. In this article, we showcase the applicability of integrative analysis to mental disorders. In particular, the horizontal integration of bipolar disorder and schizophrenia and the vertical integration of gene expression and copy number variation data are conducted. The analysis is based on the sparse principal component analysis, penalization, and other advanced statistical techniques. In data analysis, integration leads to biologically sensible findings, including the disease-related gene expressions, copy number variations, and their associations, which differ from the "benchmark" analysis. Overall, this study suggests the potential of integrative analysis in mental disorder research.