The change in the DNA is a form of genetic variation in the human genome. In addition, the DNA copy number change is also linked with the progression of many emerging diseases. Array-based Comparative Genomic Hybridization (CGH) is considered as a major task when measuring the DNA copy number change across the genome. Moreover, DNA copy number change is an essential measure to diagnose the cancer disease. Next generation sequencing is an important method for studying the spread of infectious disease qualitatively and quantitatively. CGH is widely used in continuous monitoring of copy number of thousands of genes throughout the genome. In recent years, the size of the DNA sequence data is very large. Hence, there is a need to use a scalable machine learning approach to overcome the various issues in DNA copy number change detection. In this paper, we use a Bayesian hidden Markov model (HMM) with Gaussian Mixture (GM) Clustering approach to model the DNA copy number change across the genome. The proposed Bayesian HMM with GM Clustering approach is compared with various existing approaches such as Pruned Exact Linear Time method, binary segmentation method and segment neighborhood method. Experimental results demonstrate the effectiveness of our proposed change detection algorithm.