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Abstract Multiple types of molecular (genetic, genomic, epigenetic, etc.) measurements, environmental risk factors, and their interactions have been found to contribute to the outcomes and phenotypes of complex diseases. In each of the previous studies, only the interactions between one type of molecular measurement and environmental risk factors have been analyzed. In recent biomedical studies, multidimensional profiling, in which data from multiple types of molecular measurements are collected from the same subjects, is becoming popular. A myriad of recent studies have shown that collectively analyzing multiple types of molecular measurements is not only biologically sensible but also leads to improved estimation and prediction. In this study, we conduct an M–E interaction analysis, with M standing for multidimensional molecular measurements and E standing for environmental risk factors. This can accommodate multiple types of molecular measurements and sufficiently account for their overlapping as well as independent information. Extensive simulation shows that it outperforms several closely related alternatives. In the analysis of TCGA (The Cancer Genome Atlas) data on lung adenocarcinoma and cutaneous melanoma, we make some stable biological findings and achieve stable prediction.