JPEG image steganalysis has attracted increasing attention recently. In this paper, we present an effective Markov process (MP) based JPEG steganalysis scheme, which utilizes both the intrablock and interblock correlations among JPEG coefficients. We compute transition probability matrix for each difference JPEG 2-D array to utilize the intrablock correlation, and "averaged" transition probability matrices for those difference mode 2-D arrays to utilize the interblock correlation. All the elements of these matrices are used as features for steganalysis. Experimental works over an image database of 7,560 JPEG images have demonstrated that this new approach has greatly improved JPEG steganalysis capability and outperforms the prior arts.