In recent years, non-equilibrium phase transitions were discovered in D3-D7 system by using the AdS/CFT correspondence. The system is in current-driven non-equilibrium steady state and the non-equilibrium phase transition is associated with nonlinear electric conductivity. We study critical phenomena of the non-equilibrium phase transitions. We define a susceptibility as a response of the system to the current variation and a static critical exponent from the power-law divergence of the susceptibility. We find that the static critical exponent and the critical amplitude ratio of the susceptibility agree with those of the Landau theory in equilibrium phase transitions. Furthermore, we analyze dynamical critical phenomena by evaluating the spectral function near critical point.