Exome sequencing has been emerged as a primary method to identify detailed sequence variants associated with complex diseases including Crohn’s disease in the protein-coding regions of human genome. However, constructing an interpretable model for exome sequencing data is challenging because of the huge diversity of genomic variation. In addition, it has been known that utilizing biologically relevant information in a rigorous manner is essential for effectively extracting disease-associated information. In this paper, we incorporate three different types of biological knowledge such as predicted pathogenicity, disease gene annotation, and functional interaction network of human genes, and integrate them with exome sequence data in non-negative matrix tri-factorization framework. Based on the proposed method, we successfully identified Crohn’s disease patients from exome sequencing data and achieved the area under the receiver operating characteristics curve (AUC) of 0.816, while other clustering methods not using biological information achieved the AUC of 0.786. Moreover, the disease association score derived from our method showed higher correlation with Crohn’s disease genes than other unrelated genes. As a consequence, by integrating biological information across multiple levels such as variant, gene, and systems, our method could be useful for identifying disease susceptibility and its associated genes from exome sequencing data.