Use IntelliJ to generate class diagram
Try Ctrl+Alt+U
Also check if the UML plugin is activated (settings -> plugin, settings can be opened by Ctrl+Alt+S
You can install one of the free pugins - Code Iris.
PlantUML
Other tools of this type in the IntelliJ IDEA are paid.
I chose a more powerful alternative:
In Netbeans - easyUML
In Eclipse - ObjectAid, Papyrus, Eclipse Modeling Tools
I hope it will help you.
IntelliJ IDEA 14+
Show diagram popup
Right click on a type/class/package > Diagrams > Show Diagram Popup...
or Ctrl+Alt+UShow diagram (opens a new tab)
Right click on a type/class/package > Diagrams > Show Diagram...
or Ctrl+Alt+Shift+U
By default, you see only the classes/interfaces names. If you want to see more details, go to File > Settings... > Tools > Diagrams and check what you want (E.g.: Fields, Methods, etc.)
P.S.: You need IntelliJ IDEA Ultimate, because this feature is not supported in Community Edition. If you go to File > Settings... > Plugins, you can see that there is not UML Support plugin in Community Edition.
Use Diagrams
| Show Diagram...
from the context menu of a package. Invoking it on the project root will show module dependencies diagram.
If you need multiple packages, you can drag & drop them to the already opened diagram for the first package and press e to expand it.
Note: This feature is available in the Ultimate Edition, not the free Community Edition.