Mobile phones have become a ubiquitous and indispensable photographing device in our daily life, while the small aperture and sensor size make mobile phones more susceptible to noise and over-saturation, resulting in low dynamic range (LDR) and low image quality. It is thus crucial to develop high dynamic range (HDR) imaging techniques for mobile phones. Unfortunately, the existing HDR image datasets are mostly constructed by DSLR cameras in daytime, limiting their applicability to the study of HDR imaging for mobile phones. In this work, we develop, for the first time to our best knowledge, an HDR image dataset by using mobile phone cameras, namely Mobile-HDR dataset. Specifically, we utilize three mobile phone cameras to collect paired LDR-HDR images in the raw image domain, covering both daytime and nighttime scenes with different noise levels. We then propose a transformer based model with a pyramid cross-attention alignment module to aggregate highly correlated features from different exposure frames to perform joint HDR denoising and fusion. Experiments validate the advantages of our dataset and our method on mobile HDR imaging. Dataset and codes are available at https://github.com/shuaizhengliu/Joint-HDRDN.