Genome compositions vary among species and nucleotides are unevenly distributed in the genomes in correlation with genomic functions. The multi-scale organizations of dinucleotides in the genome and their evolution are important genomic features informative on biological function and evolution, but remain to be fully analyzed. Here, we investigated the distributions of dinucleotides, especially that of CpG due to its biological importance, in a variety of species. Among all dinucleotides, we found that CpG is the most unevenly distributed and the distributions of all dinucleotides are correlated and organized in blocks in high species, suggesting their biological impact on regulation. By comparing the local density fluctuations and the hierarchical distribution of CpG at different scales of genomic lengths, we found that CpG distributions of different species have distinct characteristics. The clustering of species based on the CpG distribution is consistent with the phylogenetic tree. Interestingly, the heterogeneity of CpG density appears to correlate with species' body temperature control. We propose a phase separation hypothesis to explain the dependence of chromatin structure and body temperature range on the genome sequence.