There are few demonstrated examples of phase transitions that may be driven directly by terahertz frequency electric fields, and those that are known require field strengths exceeding 1 MV cm-1. Here we report a non-equilibrium phase transition driven by a weak (≪1 V cm-1), continuous-wave terahertz electric field. The system consists of room temperature caesium vapour under continuous optical excitation to a high-lying Rydberg state, which is resonantly coupled to a nearby level by the terahertz electric field. We use a simple model to understand the underlying physical behaviour, and we demonstrate two protocols to exploit the phase transition as a narrowband terahertz detector: the first with a fast (20 μs) non-linear response to nano-Watts of incident radiation, and the second with a linearised response and effective noise equivalent power ≤1 pW Hz-1/2. The work opens the door to a class of terahertz devices controlled with low-field intensities and operating in a room temperature environment.