Objective. The incidence of primary thyroid cancer has risen steadily over the past decades because of overdiagnosis and overtreatment through the improvement in imaging techniques for screening, especially in ultrasound examination. Metastatic status of lymph nodes is important for staging the type of primary thyroid cancer. Deep learning algorithms based on ultrasound images were thus developed to assist radiologists on the diagnosis of lymph node metastasis. The objective of this study is to integrate more clinical context (e.g., health records and various image modalities) into, and explore more interpretable patterns discovered by, deep learning algorithms for the prediction of lymph node metastasis in primary thyroid cancer patients. Approach. A deep multimodal learning network was developed in this study with a novel index proposed to compare the contribution of different modalities when making the predictions. Main results. The proposed multimodal network achieved an average F1 score of 0.888 and an average area under the receiver operating characteristic curve (AUC) value of 0.973 in two independent validation sets, and the performance was significantly better than that of three single-modality deep learning networks. Moreover, among three modalities used in this study, the deep multimodal learning network relied generally more on image modalities than the data modality of clinic records when making the predictions. Significance. Our work is beneficial to prospective clinic trials of radiologists on the diagnosis of lymph node metastasis in primary thyroid cancer, and will better help them understand how the predictions are made in deep multimodal learning algorithms.