This paper deals with the thermodynamical properties of the black hole formulated in Einstein's theory of relativity associated with a nonlinear electromagnetic field. The transition of the black hole is analyzed using the mass, electric charge, coupling constant, and cosmological constant. We examine the thermodynamical aspects of exact black hole solutions to compute the black hole mass, temperature, entropy, Gibbs free energy, specific heat, and critical exponents in the phase space. Further, we study the stability of the black hole solution using the specific heat and Gibbs free energy. We examine the first and second phase changes and show a P-V criticality, which is similar to the van der Waals phase change. We also examine the equation of the state and the critical exponents.