We discuss the effect of pairing on two-neutron space correlations in deformed nuclei. The spatial correlations are described by the pairing tensor in coordinate space calculated in the HFB approach. The calculations are done using the D1S Gogny force. We show that the pairing tensor has a rather small extension in the relative coordinate, a feature observed earlier in spherical nuclei. It is pointed out that in deformed nuclei the coherence length corresponding to the pairing tensor has a pattern similar to what we have found previously in spherical nuclei, i.e., it is maximal in the interior of the nucleus and then it is decreasing rather fast in the surface region where it reaches a minimal value of about 2 fm. This minimal value of the coherence length in the surface is essentially determined by the finite size properties of single-particle states in the vicinity of the chemical potential and has little to do with enhanced pairing correlations in the nuclear surface. It is shown that in nuclei the coherence length is not a good indicator of the intensity of pairing correlations. This feature is contrasted with the situation in infinite matter.