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Gene–environment (G–E) interactions have important implications for cancer outcomes and phenotypes beyond the main G and E effects. Compared to main‐effect‐only analysis, G–E interaction analysis more seriously suffers from a lack of information caused by higher dimensionality, weaker signals, and other factors. It is also uniquely challenged by the "main effects, interactions" variable selection hierarchy. Effort has been made to bring in additional information to assist cancer G–E interaction analysis. In this study, we take a strategy different from the existing literature and borrow information from pathological imaging data. Such data are a "byproduct" of biopsy, enjoys broad availability and low cost, and has been shown as informative for modeling prognosis and other cancer outcomes/phenotypes in recent studies. Building on penalization, we develop an assisted estimation and variable selection approach for G–E interaction analysis. The approach is intuitive, can be effectively realized, and has competitive performance in simulation. We further analyze The Cancer Genome Atlas (TCGA) data on lung adenocarcinoma (LUAD). The outcome of interest is overall survival, and for G variables, we analyze gene expressions. Assisted by pathological imaging data, our G–E interaction analysis leads to different findings with competitive prediction performance and stability. [ABSTRACT FROM AUTHOR]