We consider the Nielsen-Olesen vortex non-minimally coupled to Einstein gravity with cosmological constant Λ. A non-minimal coupling term ξ R |φ| 2 is natural to add to the vortex as it preserves gauge-invariance (here R is the Ricci scalar and ξ a dimensionless coupling constant). This term plays a dual role: it contributes to the potential of the scalar field and to the Einstein-Hilbert term for gravity. As a consequence, the vacuum expectation value (VEV) of the scalar field and the cosmological constant in the AdS 3 background depend on ξ. This leads to a novel feature: there is a critical coupling ξ c where the VEV is zero for ξ ≥ ξ c but becomes non-zero when ξ crosses below ξ c and the gauge symmetry is spontaneously broken. Moreover, we show that the VEV near the critical coupling has a power law behaviour proportional to |ξ − ξ c | 1/2 . Therefore ξ c can be viewed as the analog of the critical temperature T c in Ginzburg-Landau (GL) mean-field theory where a second-order phase transition occurs below T c and the order parameter has a similar power law behaviour proportional to |T − T c | 1/2 near T c . The plot of the VEV as a function of ξ shows a clear discontinuity in the slope at ξ c and looks similar to plots of the order parameter versus temperature in GL theory. The critical coupling exists only in an AdS 3 background; it does not exist in asymptotically flat spacetime (topologically a cone) where the VEV remains at a fixed non-zero value independent of ξ. However, the deficit angle of the asymptotic conical spacetime depends on ξ and is no longer determined solely by the mass; remarkably, a higher mass does not necessarily yield a higher deficit angle. The equations of motion are more complicated with the non-minimal coupling term present. However, via a convenient substitution one can reduce the number of equations and solve them numerically to obtain exact vortex solutions.