Quantum spin liquid is an exotic quantum state of matter in magnets. This state is a spin analogue of the liquid helium which does not solidify down to the lowest temperature due to strong quantum fluctuations. In conventional fluids, liquid and gas possess the same symmetry and adiabatically connect to each other by bypassing the critical end point. We find that the situation is qualitatively different in quantum spin liquids realizing in a three-dimensional Kitaev model; both gapless and gapped quantum spin liquid phases at low temperatures are always distinguished from the high-temperature paramagnet (spin gas) by a phase transition. The results challenge common belief that the absence of thermodynamic singularity down to the lowest temperature is a symptom of a quantum spin liquid. Tremendous efforts have been devoted to the realization of QSL, and several candidates were recently discovered in quasi two-dimensional (2D) and three-dimensional (3D) compounds [2][3][4][5][6]. In these compounds, QSL is usually identified by the absence of anomalies in the temperature (T ) dependence of physical quantities. Namely, it is implicitly supposed that a spin "gas" corresponding to the high-T paramagnet is adiabatically connected with QSL. This common belief lends itself to the fact that liquid and gas are adiabatically connected with each other in conventional fluids. In fact, the concept of QSL was originally introduced on the analogy of helium in which the liquid phase is retained down to the lowest T due to strong quantum fluctuations [7].In general, however, liquid and gas are distinguished by a discontinuous phase transition, while the adiabatic connection between them is guaranteed beyond the critical end point. Hence, a phase transition separating paramagnet and QSL is also expected. Nevertheless, the theory for thermodynamics of QSLs has not been seriously investigated thus far, and a thermodynamic phase transition for QSL has not ever been reported beyond the mean-field approximation. It is highly nontrivial whether a liquid-gas transition exists in quantum spin systems in a similar manner to that in conventional fluids. The issue is critical not only for theoretical understanding of QSLs but also for the interpretation of existing and forthcoming experiments.The lack of theoretical investigation of thermodynamics of QSLs is mainly due to the following two difficulties. One is the scarcity of well-identified QSLs. It is hard to characterize QSL because spatial quantum entanglement and many-body effects are essential for realizing QSL [8, 9]. The other difficulty lies in less choice of effective theoretical tools. Any biased approximation might be harmful for taking into account strong quantum and thermal fluctuations.In this Letter, we solve these difficulties by investigating a 3D extension of the Kitaev model [10], which sup- ports well-identified QSLs as the exact ground states [11] by applying an unbiased quantum Monte Carlo (MC) simulation without negative sign problem. By clarifying the phase diagram ...