The photon statistics and bunching of a semiconductor laser with external optical feedback are investigated experimentally and theoretically. In a chaotic regime, the photon number distribution is measured and undergoes a transition from Bose-Einstein distribution to Poisson distribution with increasing the mean photon number. The second order degree of coherence decreases gradually from 2 to 1. Based on Hanbury Brown-Twiss scheme, pronounced photon bunching is observed experimentally for various injection currents and feedback strengths, which indicates the randomness of the associated emission light. Near-threshold injection currents and strong feedback strengths modify exactly the laser performance to be more bunched. The macroscopic chaotic dynamics is confirmed simultaneously by high-speed analog detection. The theoretical results qualitatively agree with the experimental results. It is potentially useful to extract randomness and achieve desired entropy source for random number generator and imaging science by quantifying the control parameters.