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.

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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+U

• Show 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.)

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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.