Predicting the risk of potential diseases from Electronic Health Records (EHR) has attracted considerable attention in recent years, especially with the development of deep learning techniques. Compared with traditional machine learning models, deep learning based approaches achieve superior performance on risk prediction task. However, none of existing work explicitly takes prior medical knowledge (such as the relationships between diseases and corresponding risk factors) into account. In medical domain, knowledge is usually represented by discrete and arbitrary rules. Thus, how to integrate such medical rules into existing risk prediction models to improve the performance is a challenge. To tackle this challenge, we propose a novel and general framework called PRIME for risk prediction task, which can successfully incorporate discrete prior medical knowledge into all of the state-of-the-art predictive models using posterior regularization technique. Different from traditional posterior regularization, we do not need to manually set a bound for each piece of prior medical knowledge when modeling desired distribution of the target disease on patients. Moreover, the proposed PRIME can automatically learn the importance of different prior knowledge with a log-linear model.Experimental results on three real medical datasets demonstrate the effectiveness of the proposed framework for the task of risk prediction