Coupling Bose-Einstein condensates to optical cavities has enabled the study of many-body states with long-range interactions. However, equivalent experiments with ultracold Fermi gases have remained largely unexplored. Here, we report an experimental realization of a superradiant quantum phase transition of a degenerate Fermi gas in a transversely pumped optical cavity. The self-ordering checkerboard density pattern of Fermi gases and superradiant transitions of the cavity field spontaneously emerge by increasing the pumping intensity above a threshold value. The effects of Fermi statistics are manifested by an inverse square root scaling of the threshold with atom number and the slow dynamics of low–atomic momentum states. Our work provides an ideal platform for studying nonequilibirium dynamics of many-body states for long-range interacting Fermi gases.