Despite deep convolutional neural networks achieved impressive progress in medical image computing and analysis, its paradigm of supervised learning demands a large number of annotations for training to avoid overfitting and achieving promising results. In clinical practices, massive semantic annotations are difficult to acquire in some conditions where specialized biomedical expert knowledge is required, and it is also a common condition where only few annotated classes are available. In this work, we proposed a novel method for few-shot medical image segmentation, which enables a segmentation model to fast generalize to an unseen class with few training images. We construct our few-shot image segmentor using a deep convolutional network trained episodically. Motivated by the spatial consistency and regularity in medical images, we developed an efficient global correlation module to capture the correlation between a support and query image and incorporate it into the deep network called global correlation network. Moreover, we enhance discriminability of deep embedding to encourage clustering of the feature domains of the same class while keep the feature domains of different organs far apart. Ablation Study proved the effectiveness of the proposed global correlation module and discriminative embedding loss. Extensive experiments on anatomical abdomen images on both CT and MRI modalities are performed to demonstrate the state-of-the-art performance of our proposed model.