In this paper, we review a double quantum dot each dot of which is tunnelcoupled to superconducting leads. In the Coulomb blockade regime, a spin-dependent Josephson coupling between two superconductors is induced, as well as an antiferromagnetic Heisenberg exchange coupling between the spins on the double dot which can be tuned by the superconducting phase difference. We show that the correlated spin states—singlet or triplets—on the double dot can be probed via the Josephson current in a dc-SQUID setup. We also briefly review the Andreev entangler, a non-equilibrium setup that provides a source of pairwise entangled electrons.