Cancer subtype identification is an unmet need in precision diagnosis. Recently, evolutionary conservation has been indicated containing understandable signatures for functional significance in cancers. However, the importance of evolutionary conservation in distinguishing cancer subtypes remains unclear. Here, we identified the evolutionarily conserved genes (i.e., core gene) and observed that they are mainly involved in the pathways relevant to cell growth and metabolisms. By using these core genes, we integrated their evolutionary and genomic profiles with deep learning to develop a feature-based strategy (FES) and an image-based strategy (IMS). In comparison with FES using the random set and the strategy using the PAM50 classifier, core gene set-based FES has higher accuracy for identifying breast cancer subtypes. Moreover, the IMS with data augmentation yields better performance than the other strategies. Comprehensive analysis of eight TCGA cancer data demonstrates that our evolutionary conservation-based models provide a valid and helpful approach to identify cancer subtypes and the core gene set offers distinguishable clues of cancer subtypes.