With the recent tremendous advances of computer graphics rendering and image editing technologies, computer-generated fake images, which in general do not reflect what happens in the reality, can now easily deceive the inspection of human visual system. In this work, we propose a convolutional neural network (CNN)-based model to distinguish computer-generated (CG) images from natural images (NIs) with channel and pixel correlation. The key component of the proposed CNN architecture is a self-coding module that takes the color images as input to extract the correlation between color channels explicitly. Unlike previous approaches that directly apply CNN to solve this problem, we consider the generality of the network (or subnetwork), i.e., the newly introduced hybrid correlation module can be directly combined with existing CNN models for enhancing the discrimination capacity of original networks. Experimental results demonstrate that the proposed network outperforms state-of-the-art methods in terms of classification performance. We also show that the newly introduced hybrid correlation module can improve the classification accuracy of different CNN architectures.