Quantum coherence plays an important role in quantum information processing. In this Letter, we experimentally demonstrate the conversion of local and correlated Gaussian quantum coherence in the process of converting two squeezed states into an entangled state. We also investigate the relationship among total, local, and correlated coherence and show that the total coherence of a two-mode Gaussian state is the sum of local quantum coherence of each mode and the correlated quantum coherence between two modes. Our results highlight the connection of different quantum coherence in a two-mode Gaussian system and provide references for potential application.