In this article, an integrated Bayesian model for differential item functioning (DIF) analysis is proposed. The model is integrated in the sense of modeling the responses along with the DIF analysis. This approach allows DIF detection and explanation in a simultaneous setup. Previous empirical studies and/or subjective beliefs about the item parameters, including differential functioning behavior, may be conveniently expressed in terms of prior distributions. Values of indicator variables are estimated in the model, indicating which items have DIF and which do not; as a result, the data analyst may not be required to specify an "anchor set" of items that do not exhibit DIF a priori to identify the model. It reduces the iterative procedures that are commonly used for proficiency purification and DIF detection and explanation. Examples demonstrate the efficiency of this method in simulated and real situations. (Contains 8 tables and 4 figures.)