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However, existing methods often ignore the importance of cost learning and treat them as separate modules. In this study, we employ a tree-structured policy planner and propose a differentiable joint training framework for both ego-conditioned prediction and cost models, resulting in a direct improvement of the final planning performance. For conditional prediction, we introduce a query-centric Transformer model that performs efficient ego-conditioned motion prediction. For planning cost, we propose a learnable context-aware cost function with latent interaction features, facilitating differentiable joint learning. We validate our proposed approach using the real-world nuPlan dataset and its associated planning test platform. Our framework not only matches state-of-the-art planning methods but outperforms other learning-based methods in planning quality, while operating more efficiently in terms of runtime. 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