Is there any phase transition occur in paramagnetism to diamagnetism transitions state. What should be the order and how will I calculate the order?
There is no necessity for there to be a phase transition between paramagnetic and diagmagnetic. They differ only in the sign of a response function, and there is no reason why one coould not continuously deform a paramagnetic material into a diagmagnetic one. As with all properties of materials one could get a discontinuous change in the magnetic response if there is a phase transition, and this is way to detect changes in magnetic order (for example an antiferromagnetic to disordered state). But there is no necessity for a phase transition.
Beware that in some areas the disordered magnetic state is called the "paramagnetic state". This is just an overloading of terminology.