We present the first study of the statistics of GHz photons in quantum circuits, using Hanbury Brown and Twiss correlations. The super-Poissonian and Poissonian photon statistics of thermal and coherent sources, respectively, made of a resistor and a radio frequency generator, are measured down to the quantum regime at milli-Kelvin temperatures. As photon correlations are linked to the second and fourth moments of current fluctuations, this experiment, which is based on current cryogenic electronics, may become a standard for probing electron/photon statistics in quantum conductors.