Multi-Label Classification refers to the classification task where a data sample is associated with multiple labels simultaneously, which is widely used in text classification, image classification, and other fields. Different from the traditional single-label classification, each instance in Multi-Label Classification corresponds to multiple labels, and there is a correlation between these labels, which contains a wealth of information. Therefore, the ability to effectively mine and utilize the complex correlations between labels has become a key factor in Multi-Label Classification methods. In recent years, research on label correlations has shown a significant growth trend internationally, reflecting its importance. Given that, this paper presents a survey on the label correlations in Multi-Label Classification to provide valuable references and insights for future researchers. The paper introduces multi-label datasets across various fields, elucidates and categorizes the concept of label correlations, emphasizes their utilization in Multi-Label Classification and associated subproblems, and provides a prospect for future work on label correlations.