It is known that amplitude fluctuations caused by amplified spontaneous emission noise can be converted into phase noise by Kerr nonlinearity, and this nonlinear phase noise can limit the performance of phase-shift-keying transmission systems. In this letter, we experimentally observe and study the performance degradation of differential phase-shift-keying transmission systems due to nonlinear phase noise. The results show that the probability density function of nonlinear phase noise deviates from the Gaussian distribution, and this characteristic negates the benefit of a balanced receiver.