Four well-resolved peaks with very narrow linewidths were found in the D-band and G'-band features of double-walled carbon nanotubes (DWNTs). This fact implies the occurrence of additional van Hove singularities (vHSs) in the joint density of states (JDOS) of DWNTs, which is consistent with theoretical calculations. According to their peak frequencies and theoretical analysis, the two outer peaks can be deduced to originate from a strong coupling between the two constituent tubes of commensurate DWNTs and the two inner peaks were curvature-related and assigned to originate from the two tubes with a weak coupling. This observation and elucidation constitute the first Raman evidence for atomic correlation and the resulting electronic structure change of the two constituent tubes in DWNTs. This result opens the possibility of predicting and modifying the electronic properties of DWNTs for their electronic applications.