Analysis of data from multiple sources has the potential to enhance knowledge discovery by capturing underlying structures, which are, otherwise, difficult to extract. Fusing data from multiple sources has already proved useful in many applications in social network analysis, signal processing and bioinformatics. However, data fusion is challenging since data from multiple sources are often (i) heterogeneous (i.e., in the form of higher-order tensors and matrices), (ii) incomplete, and (iii) have both shared and unshared components. In order to address these challenges, in this paper, we introduce a novel unsupervised data fusion model based on joint factorization of matrices and higher-order tensors.