Copy number aberration is a common form of genomic instability in cancer. Gene expression is closely tied to cytogenetic events by the central dogma of molecular biology, and serves as a mediator of copy number changes in disease phenotypes. Accordingly, it is of interest to develop proper statistical methods for jointly analyzing copy number and gene expression data. This work describes a novel Bayesian inferential approach for a double-layered mixture model (DLMM) which directly models the stochastic nature of copy number data and identifies abnormally expressed genes due to aberrant copy number. Simulation studies were conducted to illustrate the robustness of DLMM under various settings of copy number aberration frequency, confounding effects, and signal-to-noise ratio in gene expression data. Analysis of a real breast cancer data shows that DLMM is able to identify expression changes specifically attributable to copy number aberration in tumors and that a sample-specific index built based on the selected genes is correlated with relevant clinical information.