Multimodal learning aims to discover the relationship between multiple modalities. It has become an important research topic due to extensive multimodal applications such as cross-modal retrieval. This paper attempts to address the modality heterogeneity problem based on Gaussian process latent variable models (GPLVMs) to represent multimodal data in a common space. Previous multimodal GPLVM extensions generally adopt individual learning schemes on latent representations and kernel hyperparameters, which ignore their intrinsic relationship. To exploit strong complementarity among different modalities and GPLVM components, we develop a novel learning scheme called Harmonization, where latent model parameters are jointly learned from each other. Beyond the correlation fitting or intra-modal structure preservation paradigms widely used in existing studies, the harmonization is derived in a model-driven manner to encourage the agreement between modality-specific GP kernels and the similarity of latent representations. We present a range of multimodal learning models by incorporating the harmonization mechanism into several representative GPLVM-based approaches. Experimental results on four benchmark datasets show that the proposed models outperform the strong baselines for cross-modal retrieval tasks, and that the harmonized multimodal learning method is superior in discovering semantically consistent latent representation.