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.