Entanglement plays a central role in our understanding of quantum many body physics, and is fundamental in characterising quantum phases and quantum phase transitions. Developing protocols to detect and quantify entanglement of many-particle quantum states is thus a key challenge for present experiments. Here, we show that the quantum Fisher information, representing a witness for genuinely multipartite entanglement, becomes measurable for thermal ensembles via the dynamic susceptibility, i.e., with resources readily available in present cold atomic gas and condensed-matter experiments. This moreover establishes a fundamental connection between multipartite entanglement and many-body correlations contained in response functions, with profound implications close to quantum phase transitions. There, the quantum Fisher information becomes universal, allowing us to identify strongly entangled phase transitions with a divergent multipartiteness of entanglement. We illustrate our framework using paradigmatic quantum Ising models, and point out potential signatures in optical-lattice experiments.