In this paper, we discuss the connection between two genuinely quantum phenomena — the discontinuity of quantum maximum entropy inference and quantum phase transitions at zero temperature. It is shown that the discontinuity of the maximum entropy inference of local observable measurements signals the non-local type of transitions, where local density matrices of the ground state change smoothly at the transition point. We then propose to use the quantum conditional mutual information of the ground state as an indicator to detect the discontinuity and the non-local type of quantum phase transitions in the thermodynamic limit.