We wish to report an experimental observation of anti-correlation from first-order incoherent classical chaotic light. We explain why the classical statistical theory does not apply and provide a quantum interpretation. In quantum theory, either correlation or anti-correlation is a two-photon interference phenomenon, which involves the superposition of two-photon amplitudes, a nonclassical entity corresponding to different yet indistinguishable alternative ways of producing a joint-photodetection event.