Light is a precious tool to probe matter, as it captures microscopic and macroscopic information on the system. However, the measurement will be limited by the coherence of the light, both spatial and temporal, which itself reveals certain properties of the emitters. We here report on the transition from a thermal (classical) to a spontaneous emission (SE) (quantum) mechanism for the loss of light temporal coherence from a macroscopic atomic cloud. The coherence is probed by intensity-intensity correlation measurements realized on the light scattered by the atomic sample, and the transition is explored by tuning the balance between thermal coherence loss and SE via the pump strength. The transition occurs only at low temperatures, which illustrates the potential of cold atom setups to investigate the classical-to-quantum transition in macroscopic systems.