It has been thought that DNA methylation can remodel chromatin structure, and modulate the transcriptional level of genes by altering chromatin density and accessibility of DNA to cellular machinery, which is still largely unknown. Here we report that both the long-range and local correlations in DNA methylation reflect the spatial organization of chromatin. We discover a long-range power law correlation that implies a scale-free property of DNA methylation and the cell-class-specific scaling exponents reflect the global change of DNA methylation landscape during cellular differentiation or oncogenesis which can be further related with chromatin structure. By analyzing on the local correlation which correlates with nucleosome positioning, Hi-C data and molecular modeling, we show that partially methylated domain (PMD) prefers a compact structure. We further demonstrate that chromatin structures reflect the DNA sequence property and are intimately related to gene expression. Our study therefore provides a novel view of the spatial organization of chromatin structure from a perspective of DNA methylation.