  We propose the finite-size scaling of correlation function in a finite system
near its critical point. At a distance ${\bf r}$ in the finite system with size
$L$, the correlation function can be written as the product of $|{\bf
r}|^{-(d-2+\eta)}$ and its finite-size scaling function of variables ${\bf
r}/L$ and $tL^{1/\nu}$, where $t=(T-T_c)/T_c$. The directional dependence of
correlation function is nonnegligible only when $|{\bf r}|$ becomes compariable
with $L$. 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 $\eta$.
