In an attempt to constrain and understand the emission mechanism of. gamma-rays, we perform a cross-correlation analysis of 15 blazars using light curves inmillimetre, optical and gamma-rays. We use discrete correlation function and consider only correlations significant at the 99 per cent level. A strong correlation was found between 37 and 95 GHz with a near-zero time delay in most of the sources, and similar to 1 month or longer in the rest. A similar result was obtained between the optical and. gamma-ray bands. Of the 15 sources, less than 50 per cent showed a strong correlation between the millimetre and gamma-ray or millimetre and optical bands. The primary reason for the lack of statistically significant correlation is the absence of a major outburst in the millimetre bands of most of the sources during the 2.5 yr time period investigated in our study. This may indicate that only the long-term variations or large flares are correlated between these bands. The variability of the sources at every waveband was also inspected using fractional rms variability (F-var ). The F-var displays an increase with frequency reaching its maximum in the gamma-rays.