A remarkable inherent feature of cellular metabolism is that the concentrations of a small but significant number of metabolites are strongly correlated when measurements of biological replicates are performed. This review seeks to summarize the recent efforts to elucidate the origin of these observed correlations and points out several aspects concerning their interpretation. It is argued that correlations between metabolites differ profoundly from their transcriptomic and proteomic counterparts, and a straightforward interpretation in terms of the underlying biochemical pathways will unavoidably fail. It is demonstrated that the comparative correlations analysis offers a way to exploit the observed correlations to obtain additional information about the physiological state of the system.