We propose the finite-size scaling of correlation function in a finite system near its critical point. At a distance in the finite system with size , the correlation function can be written as the product of $|{\bf r}|^{-(d-2+\eta)}{\bf r}/LtL^{1/\nu}t=(T-T_c)/T_c$. The directional dependence of correlation function is nonnegligible only when becomes compariable with . This finite-size scaling of correlation function has been confirmed by correlation functions of the Ising model and the bond percolation in two-diemnional lattices, which are calculated by Monte Carlo simulation. We can use the finite-size scaling of correlation function to determine the critical point and the critical exponent .

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