An electronic Mach-Zehnder interferometer is used in the integer quantum Hall regime at a filling factor 2 to study the dephasing of the interferences. This is found to be induced by the electrical noise existing in the edge states capacitively coupled to each other. Electrical shot noise created in one channel leads to phase randomization in the other, which destroys the interference pattern. These findings are extended to the dephasing induced by thermal noise instead of shot noise: it explains the underlying mechanism responsible for the finite temperature coherence time tau_{phi}(T) of the edge states at filling factor 2, measured in a recent experiment. Finally, we present here a theory of the dephasing based on Gaussian noise, which is found to be in excellent agreement with our experimental results.