Classical black holes do not radiate and therefore they have absolute zero temperature. In 1970, Hawking showed that by Incorporation of quantum mechanics unifies black hole physics with standard thermo dynamics. Stationary black holes have temperature T related to their surface gravity and they behave like thermodynamic objects. We expect to see phase transitions in these systems too. In this thesis we pursue two goals. First, we know that a phase transition in a Kerr – Anti de sitter black hole in 6, 8 and 10 dimensions, in the grand canonical ensemble occurs. In canonical ensemble extensive quantities such as angular momentum and charge are assumed constant and non-extensive quantities such as angular velocity and electric potential are variable, while in the grand canonical ensemble, extensive quantities are variable quantities and non-extensive quantities are fixed. We explore this phase transition by using a method that is based on Ehrenfest equations. In Ehrenfest method, there is not any discontinuity in the entropy, angular momentum and electric charge. While an infinite and smeared discontinuity at a critical point in heat capacity, volume expansion and compressibility can be observed. Since for every constant angular velocity and electric potential at the critical point both Ehrenfest equations are satisfied, we show that this phase transition is second order. Then in another part of this thesis, we investigate the first and second order phase transitions that occur in Reier-Nordestrom-Anti de sitter black hole in 4, 6, 8 and 10 dimensions in the Grand Canonical ensemble. The second-order phase transitions that occur at the minimum temperature are similar to, those for Kerr-Anti de sitter black holes and are described by Ehrenfest method. We use the Bragg-Williams method to study the first order Hawking-Page transition. The radius of the event horizon can be considered as an order parameter. At low temperatures in this black hole, black hole phase is unstable and empty Anti de sitter space, is more stable. So at low temperatures, the Ads phase space is more probable. This system has minima in free energy that occurs in the event horizon radius of zero and shows that the Ads thermal phase space is empty. At temperatures above the transition temperature, free energy has two minima. One of them happens at zero-radius and the other in a positive radius. non-zero radius indicated that the phase contains black hole. With increasing temperature and passing through the critical temperature, the transition occurs from empty phase space to Ads phase space with a black hole. Order parameter has a discontinuous jump at the critical temperature. The order parameter is proportional to the first order derivative of Gi free energy, so this transition is first order. The results for the Kerr Ads black holes in 6, 8 and 10 dimensions is similar to what was previously observed in 4 dimensions and in all these cases a second order transition occurs in black holes and transitions found in Reisner nordestrom Ads black holes in 4, 6, 8 and 10 dimensions are also similar and independent to the dimension. So that a first order transition and a second order transition occurs in all cases. Keywords : Thermodynamics, Black hole, Phase Transition, Klapeyron, Ehrenfest, Landau, Bragg-Williams