We investigate the correlations of magnons inside a nanomagnet and identify a regime of parameters where the magnons become antibunched, i.e., where there is a large probability for occupation of the single-magnon state. This antibunched state is very different from magnons at thermal equilibrium and microwave-driven coherent magnons. We further obtain the steady state analytically and describe the magnon dynamics numerically, and ascertain the stability of such antibunched magnons over a large window of magnetic anisotropy, damping and temperature. This means that the antibunched magnon state is feasible in a wide class of low-damping magnetic nanoparticles. To detect this quantum effect, we propose to transfer the quantum information of magnons to photons by magnon-photon coupling and then measure the correlations of photons to retrieve the magnon correlations. Our findings may provide a promising platform to study quantum-classical transitions and for designing a single magnon source.