Copy number variants (CNVs) refers to gains or losses of the DNA segments in comparison to a reference genome. CNVs have garnered extensive interests in recent years as they play an important role susceptibility to disorders and diseases such as autism, schizophrenia and cancer [1][2][3][4][5][6][7]. Although innovation in modern technology is promoting the discoveries related to CNVs, the methodology for CNV detection is still lagging, which limits the novel discoveries regarding the role of CNVs in complex diseases. In this study, we are proposing a novel segmentation algorithm, LDcnv, to accurately locate the breakpoints or boundaries of CNVs in the human genome. Instead of utilizing an independent assumption of the signal intensities as has been used in traditional segmentation algorithms, LDcnv models the correlation structure in the genome in a change-point CNV detection model, which allows for accurate and fast computation with a whole genome scan. Our study showed strong theoretical evidence of the existence of correlation structure in real CNV data, and we believe that taking this evidence into consideration will improve the power of CNV detection. Extensive simulation studies have demonstrated the advantage of the LDcnv algorithm in stability, robustness and accuracy over existing methods. We also used high-quality CNV profiles to further support the superior performance of the LDcnv algorithm over existing methods. The development of the LDcnv algorithm provides great insights for new directions in developing CNV detection tools.