The development of linear quantum computing within integrated circuits demands high quality semiconductor single photon sources. In particular, for a reliable single photon source it is not sufficient to have a low multi-photon component, but also to possess high efficiency. We investigate the photon statistics of the emission from a single quantum dot with a method that is able to sensitively detect the trade-off between the efficiency and the multi-photon contribution. Our measurements show, that the light emitted from the quantum dot when it is resonantly excited possess a very low multi-photon content. Additionally, we demonstrated, for the first time, the non-Gaussian nature of the quantum state emitted from a single quantum dot.