Identifying squamous cell carcinoma and adenocarcinoma subtypes of metastatic cervical lymphadenopathy (CLA) is critical for localizing the primary lesion and initiating timely therapy. B-mode ultrasound (BUS), color Doppler flow imaging (CDFI), ultrasound elastography (UE) and dynamic contrast-enhanced ultrasound provide effective tools for identification but synthesis of modality information is a challenge for clinicians. Therefore, based on deep learning, rationally fusing these modalities with clinical information to personalize the classification of metastatic CLA requires new explorations. In this paper, we propose Multi-step Modality Fusion Network (MSMFN) for multi-modal ultrasound fusion to identify histological subtypes of metastatic CLA. MSMFN can mine the unique features of each modality and fuse them in a hierarchical three-step process. Specifically, first, under the guidance of high-level BUS semantic feature maps, information in CDFI and UE is extracted by modality interaction, and the static imaging feature vector is obtained. Then, a self-supervised feature orthogonalization loss is introduced to help learn modality heterogeneity features while maintaining maximal task-consistent category distinguishability ofmodalities. Finally, six encoded clinical information are utilized to avoid prediction bias and improve prediction ability further. Our three-fold cross-validation experiments demonstrate that our method surpasses clinicians and other multi-modal fusion methods with an accuracy of 80.06%, a true-positive rate of 81.81%, and a true-negative rate of 80.00%. Our network provides a multi-modal ultrasound fusion framework that considers prior clinical knowledge and modality-specific characteristics. Our code will be available at: https://github.com/RichardSunnyMeng/MSMFN.