Motivation: Inference of gene regulatory networks from high throughput measurement of gene and protein expression is particularly attractive because it allows the simultaneous discovery of interactive molecular signals for numerous genes and proteins at a relatively low cost. Results: We developed two score-based local causal learning algorithms that utilized the Markov blanket search to identify direct regulators of target mRNAs and proteins. These two algorithms were specifically designed for integrated high throughput RNA and protein data. Simulation study showed that these algorithms outperformed other state-of-the-art gene regulatory network learning algorithms. We also generated integrated miRNA, mRNA, and protein expression data based on high throughput analysis of primary trophoblasts, derived from term human placenta and cultured under standard or hypoxic conditions. We applied the new algorithms to these data and identified gene regulatory networks for a set of trophoblastic proteins found to be differentially expressed under the specified culture conditions.