A general framework for analyzing the recently discovered phase transitions in the steady state of dissipation-driven open quantum systems is still lacking. To fill this gap, we extend the so-called fidelity approach to quantum phase transitions to open systems whose steady state is a Gaussian fermionic state. We endow the manifold of correlation matrices of steady states with a metric tensor g measuring the distinguishability distance between solutions corresponding to a different set of control parameters. The phase diagram can then be mapped out in terms of the scaling behavior of g and connections with the Liouvillean gap and the model correlation functions unveiled. We argue that the fidelity approach, thanks to its differential-geometric and information-theoretic nature, provides insights into dissipative quantum critical phenomena as well as a general and powerful strategy to explore them.