We propose a new cross-modal correlation learning framework which boosts the performance of correlation learning models using the hyperlink information. First, we design a neighborhood selection paradigm using the hyperlink structure and content similarities to identify a set of semantically related documents for each multi-modal document in both training and testing stage. Based on the neighborhood structure, we revise two well-established content-based correlation learning models, i.e., canonical correlation analysis (CCA) and kernel canonical correlation analysis (KCCA) with a structure coding matrix. Third, we develop a correlation score aggregation technique to discover more semantically relevant cross-modal documents. To our best knowledge, this is the first to introduce hyperlink information into cross-modal correlation learning. Experimental results demonstrate that our proposed framework can significantly improve the model generality towards real-world cross-modal retrieval.