Remote work and online courses have become important methods of knowledge dissemination, leading to a large number of document-based instructional videos. Unlike traditional video datasets, these videos mainly feature rich-text images and audio that are densely packed with information closely tied to the visual content, requiring advanced multimodal understanding capabilities. However, this domain remains underexplored due to dataset availability and its inherent complexity. In this paper, we introduce the DocVideoQA task and dataset for the first time, comprising 1454 videos across 23 categories with a total duration of about 828 hours. The dataset is annotated with 154k question-answer pairs generated manually and via GPT, assessing models' comprehension, temporal awareness, and modality integration capabilities. Initially, we establish a baseline using open-source MLLMs. Recognizing the challenges in modality comprehension for document-centric videos, we present DV-LLaMA, a robust video MLLM baseline. Our method enhances unimodal feature extraction with diverse instruction-tuning data and employs contrastive learning to strengthen modality integration. Through fine-tuning, the LLM is equipped with audio-visual capabilities, leading to significant improvements in document-centric video understanding. Extensive testing on the DocVideoQA dataset shows that DV-LLaMA significantly outperforms existing models. We'll release the code and dataset to facilitate future research.