We study the disorder-induced phase transition of higher-order Weyl semimetals (HOWSMs) and the fate of the topological features of disordered HOWSMs. We obtain a global phase diagram of HOWSMs according to the scaling theory of Anderson localization. Specifically, a phase transition from the Weyl semimetal (WSM) to the HOWSM is uncovered, distinguishing the disordered HOWSMs from the traditional WSMs. Further, we confirm the robustness of Weyl-nodes for HOWSMs. Interestingly, the unique topological properties of HOWSMs show different behaviors: (i) the quantized quadrupole moment and the corresponding quantized charge of hinge states are fragile to weak disorder; (ii) the hinge states show moderate stability which enables the feasibility in experimental observation. Our study deepens the understanding of the topological nature of HOWSMs and paves a possible way to the characterization of such a phase in experiments.