The Kondo effect is a ubiquitous phenomenon appearing at low temperature in quantum confined systems coupled to a continuous bath. Efforts in understanding and controlling it have triggered important developments across several disciplines of condensed matter physics. A recurring pattern in these studies is that the suppression of the Kondo effect often results in intriguing physical phenomena such as impurity quantum phase transitions or non-Fermi-liquid behavior. We show that the fidelity susceptibility is a sensitive indicator for such phenomena because it quantifies the sensitivity of the system's state with respect to its coupling to the bath. We demonstrate the power of the fidelity susceptibility approach by using it to identify the crossover and quantum phase transitions in the one and two impurity Anderson models. The feasibility of measuring fidelity susceptibility in condensed matter as well as ultracold quantum gases experiments opens exciting new routes to diagnose the Kondo problem and impurity quantum phase transitions. [7,8], and boundary conformal field theory [9] to the quantum impurity problems. Experimental interest increased in the late 1990s due to breakthroughs in fabricating artificial nanodevices [10][11][12][13][14][15]. Kondo physics is also directly relevant to dissipative two-state systems [16] and the heavy-fermion compounds [17,18]. There has also been an increasing interest in realizing the Kondo effect in ultracold atomic gases [19][20][21][22]. High controllability of the latter system may offer chances to gain even deeper understandings of the intriguing physics of quantum impurity models.A general description of the quantum impurity problems can be written aŝ HðλÞ ¼Ĥ impurity þĤ bath |fflfflfflfflfflfflfflfflfflfflffl ffl{zfflfflfflfflfflfflfflfflfflfflffl ffl}whereĤ 0 describes the quantum impurity together with a continuous bath, and the last term describes the coupling between them. We treat λ as a parameter and aim to characterize the state of the quantum impurity as a function of its coupling to the bath. The Kondo effect originates from the bath's tendency to screen the local moment formed on the quantum impurity. Renormalization group analysis shows that, in the Kondo region, the coupling strength flows to infinity at low energy [4,5], implying that the local moment will eventually get screened at a low enough temperature even with an arbitrarily weak bare impurity-bath coupling strength. There are, however, various physical processes that can compete with the Kondo effect. In the presence of such competitions, the system may undergo an impurity quantum phase transition where a competing state (local moment, charge order, etc.) takes over as the bath-impurity coupling λ decreases. Suppression of the Kondo screening often leads to non-Fermi liquid behavior [23,24]. However, different from the quantum phase transition in bulk systems [25], at such an impurity quantum critical point, only a nonextensive term in the free energy becomes singular. It is not always straightfo...