A scheme is proposed to realize the non‐classical correlation between magnons and photons in a cavity optomagnonic system, which supports both photon modes and a magnon mode. Starting with the system being initially prepared in its ground state, two laser pulses successively drive corresponding optical mode. A two‐mode squeezing interaction between optical mode 1 and the magnon mode is created by the first pulse, which leads to a non‐classical correlation between photons and magnons. To verify this non‐classical correlation, the second pulse is utilized to transfer the magnon state to another optical mode, thus the correlated photon–photon pairs are generated out of the cavity. By discussing the violation of Cauchy–Schwarz inequality, based on numerical simulation, it is confirmed that non‐classical correlated photon–magnon pairs can be created in the weak coupling regime, which relaxes the requirements of experimental conditions. The result indicates that cavity optomagnonics can be a promising platform for studying magnon‐based quantum information processing.