The rapid advancement of unsupervised representation learning and large-scale pre-trained vision-language models has significantly improved cross-modal retrieval tasks. However, existing multi-modal information retrieval (MMIR) studies lack a comprehensive exploration of document-level retrieval and suffer from the absence of cross-domain datasets at this granularity. To address this limitation, we introduce \textbf{DocMMIR}, a novel multi-modal document retrieval framework designed explicitly to unify diverse document formats and domains—including Wikipedia articles, scientific papers (arXiv), and presentation slides—within a comprehensive retrieval scenario. We construct a large-scale cross-domain multimodal dataset, comprising \textbf{450K} training, \textbf{19.2K} validation, and \textbf{19.2K} test documents, serving as both a benchmark to reveal the shortcomings of existing MMIR models and a training set for further improvement. The dataset systematically integrates textual and visual information. Our comprehensive experimental analysis reveals substantial limitations in current state-of-the-art MLLMs (CLIP, BLIP2, SigLIP-2, ALIGN) when applied to our tasks, with only CLIP (ViT-L/14) demonstrating reasonable zero-shot performance. Through systematic investigation of cross-modal fusion strategies and loss function selection on the CLIP (ViT-L/14) model, we develop an optimised approach that achieves a \textbf{+31%} improvement in MRR@10 metrics from zero-shot baseline to fine-tuned model. Our findings offer crucial insights and practical guidance for future development in unified multimodal document retrieval tasks.