Identifying the network structure through which genes and their products interact can help to elucidate normal cell physiology as well as the genetic architecture of pathological phenotypes. Recently, a number of gene network inference tools have appeared based on Gaussian graphical model representations. Following this, we introduce a novel Boosting approach to learn the structure of a high-dimensional Gaussian graphical model motivated by the applications in genomics. A particular emphasis is paid to the inclusion of partial prior knowledge on the structure of the graph. With the increasing availability of pathway information and large-scale gene expression datasets, we believe that conditioning on prior knowledge will be an important aspect in raising the statistical power of structural learning algorithms to infer true conditional dependencies.