Efficient high-dimensional performance modeling of analog/RF circuits over multiple corners is an important-yet-challenging task. In this article, we propose a novel performance modeling approach for analog/RF circuits, referred to as correlated Bayesian model fusion (C-BMF). The key idea is to encode the correlation information for both model template and coefficient magnitude among different corners by using a unified prior distribution. Next, the prior distribution is combined with a few simulation samples via Bayesian inference to efficiently determine the unknown model coefficients. Two circuit examples designed in a commercial 40-nm CMOS process demonstrate that C-BMF achieves about $2\times$ cost reduction over the traditional state-of-the-art modeling technique without surrendering any accuracy.