We present a method for jointly learning dynamic models of transcriptional regulatory networks from gene expression data and transcription factor binding location data. Models are automatically learned using dynamic Bayesian network inference algorithms; joint learning is accomplished by incorporating evidence from gene expression data through the likelihood, and from transcription factor binding location data through the prior. We propose a new informative structure prior with two advantages. First, the prior incorporates evidence from location data probabilistically, allowing it to be weighed against evidence from expression data. Second, the prior takes on a factorable form that is computationally efficient when learning dynamic regulatory networks. Results obtained from both simulated and experimental data from the yeast cell cycle demonstrate that this joint learning algorithm can recover dynamic regulatory networks from multiple types of data that are more accurate than those recovered from each type of data in isolation.