We study the thermal phase transitions of charged black holes in dimensionally continued gravity in anti-de Sitter space. We find the van der Waals-like phase transition in the temperature-entropy plane of the black holes with spherical horizons in even dimensions, and there is no such phase transition of the black holes with flat and hyperbolic geometries. Near the critical inflection point, the critical exponent is computed and its value does not depend on the dimension. The Maxwell equal area law is checked to be fulfilled in the temperature-entropy diagram for the first order phase transition. In odd dimensions, there are no thermal phase transitions for the black hole with any geometry of the horizon.