Changes in the statistical properties of light undergoing second-harmonic generation are investigated in the photon-number-resolving domain. We theoretically demonstrate that when a portion of multimode thermal light produced by parametric down-conversion is up-converted, both the second-harmonics and the residual beam at the fundamental wavelength are endowed with super-thermal photon-number distributions. The experimental results, which were obtained by exploiting the photo-number-resolving capability of hybrid photodetectors, are in excellent agreement with the theoretical expectations.