Both the Pearson correlation and partial correlation methods have been widely used in the resting-state functional MRI (rs-fMRI) studies. However, they can only measure linear relationship, although partial correlation excludes some indirect effects. Recent distance correlation can discover both the linear and non-linear dependencies. Our goal was to use the multivariate pattern analysis to compare the ability of such three correlation methods to distinguish between the patients with obsessive-compulsive disorder (OCD) and healthy control subjects (HCSs), so as to find optimal correlation method. The main process includes four steps. First, the regions of interest are defined by automated anatomical labeling (AAL). Second, functional connectivity (FC) matrices are constructed by the three correlation methods. Third, the best discriminative features are selected by support vector machine recursive feature elimination (SVM-RFE) with a stratified N-fold cross-validation strategy. Finally, these discriminative features are used to train a classifier. We had a total of 128 subjects out of which 61 subjects had OCD and 67 subjects were normal. All the three correlation methods with SVM have achieved good results, among which distance correlation is the best [accuracy = 93.01%, specificity = 89.71%, sensitivity = 95.08%, and area under the receiver-operating characteristic curve (AUC) = 0.94], followed by Pearson correlation and partial correlation is the last. The most discriminative regions of the brain for distance correlation are right dorsolateral superior frontal gyrus, orbital part of left superior frontal gyrus, orbital part of right middle frontal gyrus, right anterior cingulate and paracingulate gyri, left the supplementary motor area, and right precuneus, which are the promising biomarkers of OCD.