The link between phase coherence and non-Gaussian statistics is investigated using magnetic field data observed in the solar wind turbulence near the Earth's bow shock. The phase coherence index Cphi, which characterizes the degree of phase correlation (i.e., nonlinear wave-wave interactions) among scales, displays a behavior similar to kurtosis and reflects a departure from Gaussianity in the probability density functions of magnetic field fluctuations. This demonstrates that nonlinear interactions among scales are the origin of intermittency in the magnetic field turbulence.