Nonclassical state is an essential resource for quantum-enhanced communication, computing and metrology to outperform their classical counterpart. The nonclassical states that can operate at high bandwidth and room temperature while being compatible with quantum memory are highly desirable to enable quantum technologies to be scalable. Here, we present a direct observation of broadband nonclasscal states in a room-temperature light-matter interface, where the atoms can also be controlled to store and interfere with photons. With a single coupling pulse and far off-resonance configuration, we are able to induce a multi-field interference between light and atoms to create the desired nonclassical states by spectrally selecting the two correlated photons out of seven possible emissions. We explicitly confirm the nonclassicality by observing a cross correlation up to 17 and a violation of Cauchy-Schwarz inequality with 568 standard deviations. Our results demonstrate the potential of a state-built-in, broadband and room-temperature light-matter interface for scalable quantum information networks.