Mammography, the current standard for breast cancer screening, has reduced sensitivity in women with dense breast tissue, contributing to missed or delayed diagnoses. Thermalytix, an AI-based thermal imaging modality, captures functional vascular and metabolic cues that may complement mammographic structural data. This study investigates whether a breast density-informed multi-modal AI framework can improve cancer detection by dynamically selecting the appropriate imaging modality based on breast tissue composition. A total of 324 women underwent both mammography and thermal imaging. Mammography images were analyzed using a multi-view deep learning model, while Thermalytix assessed thermal images through vascular and thermal radiomics. The proposed framework utilized Mammography AI for fatty breasts and Thermalytix AI for dense breasts, optimizing predictions based on tissue type. This multi-modal AI framework achieved a sensitivity of 94.55% (95% CI: 88.54-100) and specificity of 79.93% (95% CI: 75.14-84.71), outperforming standalone mammography AI (sensitivity 81.82%, specificity 86.25%) and Thermalytix AI (sensitivity 92.73%, specificity 75.46%). Importantly, the sensitivity of Mammography dropped significantly in dense breasts (67.86%) versus fatty breasts (96.30%), whereas Thermalytix AI maintained high and consistent sensitivity in both (92.59% and 92.86%, respectively). This demonstrates that a density-informed multi-modal AI framework can overcome key limitations of unimodal screening and deliver high performance across diverse breast compositions. The proposed framework is interpretable, low-cost, and easily deployable, offering a practical path to improving breast cancer screening outcomes in both high-resource and resource-limited settings.