A Weyl semimetal denotes an electronic phase of solids in which two bands cross linearly. In this paper we study the effect of a spatially correlated disorder on such a phase. Using a renormalization group analysis, we show that in three dimensions, three scenarios are possible depending on the disorder correlations. A standard transition is recovered for short range correlations. For disorder decaying slower than 1/r 2 , the Weyl semimetal is unstable to any weak disorder and no transition persists. In between, a new phase transition occurs. This transition still separates a disordered metal from a semi-metal, but with a new critical behavior that we analyze to two-loop order.