Analysis of data from functional magnetic resonance imaging (fMRI) results in constructing functional brain networks. Principal component analysis (PCA) and independent component analysis (ICA) are widely used to generate functional brain networks. Moreover, dictionary learning and sparse representation provide some latent patterns that rules brain activities and they can be interpreted as brain networks. However, these methods lack modeling dependencies of the discovered networks. In this study an alternative to these conventional methods is presented in which dependencies of the networks are considered via correlated sparsity patterns. We formulate this challenge as a new dictionary learning problem and propose two approaches to solve the problem effectively.