Big data brought about the obvious points on causality and correlation, which are agreed by many scholars, but there are a lot of scholars have different views on them. The relation of causality and correlation is an old problem of philosophy. But there are new discussions on the old problem. It is a useful comple- ment to philosophy or big data philosophy to re- examine the relationship between causality and correlation from the perspective of big data. The correlation can be broken down into determinism causality, statistical causality and non causality. The correlation contains the determinism causality and the determinism causali- ty must be the correlation. Statistical causality found the middle bridge to coordinate the relationship between the methodology of the traditional philosophy of sci- ence and the big data methodology, which is a middle station to research big data. Using statistical causality can infer the causality between the collective and the individual, but it can＇ t give clear evidence. It can be distinguished and linked causality and correlation by statistical causality.