Unsupervised methods, such as clustering methods, are essential to the analysis of singlecell genomic data. Most current clustering methods are designed for one data type only, such as scRNA-seq, scATAC-seq or sc-methylation data alone, and a few are developed for the integrative analysis of multiple data types. Integrative analysis of multimodal singlecell genomic data sets leverages the power in multiple data sets and can deepen the biological insight. We propose a coupled co-clustering-based unsupervised transfer learning algorithm (coupleCoC) for the integrative analysis of multimodal single-cell data. Our proposed coupleCoC builds upon the information theoretic co-clustering framework. We applied coupleCoC for the integrative analysis of scATAC-seq and scRNA-seq data, sc-methylation and scRNA-seq data, and scRNA-seq data from mouse and human. We demonstrate that coupleCoC improves the overall clustering performance and matches the cell subpopulations across multimodal single-cell genomic data sets. The software and data sets are available at https://github.com/cuhklinlab/coupleCoC