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As two important textual modalities in electronic health records (EHR), both structured data (clinical codes) and unstructured data (clinical narratives) have recently been increasingly applied to the healthcare domain. Most existing EHR-oriented studies, however, either focus on a particular modality or integrate data from different modalities in a straightforward manner, which usually treats structured and unstructured data as two independent sources of information about patient admission and ignore the intrinsic interactions between them. In fact, the two modalities are documented during the same encounter where structured data inform the documentation of unstructured data and vice versa. In this paper, we proposed a Medical Multimodal Pre-trained Language Model, named MedM-PLM, to learn enhanced EHR representations over structured and unstructured data and explore the interaction of two modalities. In MedM-PLM, two Transformer-based neural network components are firstly adopted to learn representative characteristics from each modality. A cross-modal module is then introduced to model their interactions. We pre-trained MedM-PLM on the MIMIC-III dataset and verified the effectiveness of the model on three downstream clinical tasks, i.e., medication recommendation, 30-day readmission prediction and ICD coding. Extensive experiments demonstrate the power of MedM-PLM compared with state-of-the-art methods. Further analyses and visualizations show the robustness of our model, which could potentially provide more comprehensive interpretations for clinical decision-making.