To construct biologically interpretable features and facilitate Muscular Dystrophy (MD) sub-types classification, we propose a novel integrative scheme utilizing PPI network, functional gene sets information, and mRNA profiling. The workflow of the proposed scheme includes three major steps: First, by combining protein-protein interaction network structure and gene co-expression relationship into new distance metric, we apply affinity propagation clustering to build gene sub-networks. Secondly, we further incorporate functional gene sets knowledge to complement the physical interaction information. Finally, based on constructed subnetwork and gene set features, we apply multi-class support vector machine (MSVM) for MD sub-type classification, and highlight the biomarkers contributing to the sub-type prediction. The experimental results show that our scheme could construct sub-networks that are more relevant to MD than those constructed by conventional approach. Furthermore, our integrative strategy substantially improved the prediction accuracy, especially for those hard-to-classify sub-types.