High-throughput sequencing technologies have enabled the generation of single-cell RNA-seq (scRNA-seq) data, which explore both genetic heterogeneity and phenotypic variation between cells. Some methods have been proposed to detect the related genes causing cell-to-cell variability for understanding tumor heterogeneity. However, most existing methods detect the related genes separately, without considering gene interactions. In this paper, we proposed a novel learning framework to detect the interactive gene groups for scRNA-seq data based on co-expression network analysis and subgraph learning. We first utilized spectral clustering to identify the subpopulations of cells. For each cell subpopulation, the differentially expressed genes were then selected to construct a gene co-expression network. Finally, the interactive gene groups were detected by learning the dense subgraphs embedded in the gene co-expression networks. We applied the proposed learning framework on a real cancer scRNA-seq dataset to detect interactive gene groups of different cancer subtypes. Systematic gene ontology enrichment analysis was performed to examine the detected genes groups by summarizing the key biological processes and pathways. Our analysis shows that different subtypes exhibit distinct gene co-expression networks and interactive gene groups with different functional enrichment. The interactive genes are expected to yield important references for understanding tumor heterogeneity.