Ever since fuzzy set has been introduced, several extensions have been established, such as interval-valued fuzzy sets, Atanassov's intuitionistic fuzzy sets, interval-valued Atanassov's intuitionistic fuzzy sets, fuzzy multisets, hesitant fuzzy sets, interval-valued hesitant fuzzy sets, and dual hesitant fuzzy sets. In this contribution, we propose dual interval-valued hesitant fuzzy sets, which encompass fuzzy sets and its aforementioned extensions as special cases. Because of the importance of correlation measure in data analysis, we propose an approach for deriving the correlation coefficient of dual hesitant fuzzy sets, and then extend the approach to the dual interval-valued hesitant fuzzy set theory. We also put forward some formulas to create new correlation coefficients for fuzzy sets and its extensions in a general way. In addition, we give a practical example to illustrate the application of correlation coefficient for dual hesitant fuzzy sets in medical diagnosis.