By use of a modified laser Doppler anemometer set-up and a commercial digital correlator, velocity auto- and cross-correlation functions are measured directly. These functions determine time scales of velocity fluctuations as well as their first- and second-order statistics. The technique is demonstrated with flows of perfect time periodicity, i.e. Taylor vortices between rotating cylinders, and of a highly random nature, i.e. turbulence in an open flow channel.