While quantum state tomography (QST) can detect the nonclassicality of a quantum state, QST is a demanding process requiring informationally-complete measurements and density-matrix reconstruction. In the continuous-variable regime, there have been several proposals for detecting nonclassicality with homodyne detection only at a single-phase, which does not require informationally-complete measurements. However, these works assume ideal homodyne detection; in real measurements, coarse-graining on a measurement outcome takes place, so the previous works lead to false detection of nonclassicality. In this work, we present experiments that reliably detect nonclassicality of quantum states under the condition of coarse-grained homodyne detection. By binning quadrature space, we set a coarse-grained detection model and experimentally test the nonclassicality of phase-diffused squeezed state via the coarse-grained homodyne detection. This method can detect the nonclassicality of phase-diffused squeezed vacuum even if the quadrature squeezing completely vanishes by phase diffusion. We find that our method with coarse-grained effect detects the nonclassicality more precisely than the well-known normally ordered moments method even with fine-grained homodyne detection. This method can identify the phase-diffused squeezed vacuum that can be utilized for generating quantum entanglement with a passive beam splitter.