We give a method of constructing self-orthogonal codes from equitable partitions of association schemes. By applying this method we construct self-orthogonal codes from some distance-regular graphs. Some of the obtained codes are optimal. Further, we introduce a notion of self-orthogonal subspace codes. We show that under some conditions equitable partitions of association schemes yield such self-orthogonal subspace codes and we give some examples from distance-regular graphs.