Deep learning has been used in the research of malware analysis. Most classification methods use either static analysis features or dynamic analysis features for malware family classification, and rarely combine them as classification features and also no extra effort is spent integrating the two types of features. In this paper, we combine static and dynamic analysis features with deep neural networks for Windows malware classification. We develop several methods to generate static and dynamic analysis features to classify malware in different ways. Given these features, we conduct experiments with composite neural network, showing that the proposed approach performs best with an accuracy of 83.17% on a total of 80 malware families with 4519 malware samples. Additionally, we show that using integrated features for malware family classification outperforms using static features or dynamic features alone. We show how static and dynamic features complement each other for malware classification.