We perform a statistical study of the distances between successive occurrences of a given dinucleotide in the DNA sequence for a number of organisms of different complexity. Our analysis highlights peculiar features of the CG dinucleotide distribution in mammalian DNA, pointing towards a connection with the role of such dinucleotide in DNA methylation. While the CG distributions of mammals exhibit exponential tails with comparable parameters, the picture for the other organisms studied (e.g. fish, insects, bacteria and viruses) is more heterogeneous, possibly because in these organisms DNA methylation has different functional roles. Our analysis suggests that the distribution of the distances between CG dinucleotides provides useful insights into characterizing and classifying organisms in terms of methylation functionalities.