The quantum Hall system can be used to study many-body physics owing to its multiple internal electronic degrees of freedom and tunability. While quantum phase transitions have been studied intensively, research on the temperature-induced phase transitions of this system is limited. We measured the pure bulk conductivity of a quantum Hall antiferromagnetic state in bilayer graphene over a wide range of temperatures and revealed the two-step phase transition associated with the breaking of the long-range order and short-range antiferromagnetic order. Our findings are fundamental to understanding electron correlation in quantum Hall systems.