We analyze many-body localization (MBL) to delocalization transition in Sherrington-Kirkpatrick (SK) model of Ising spin glass (SG) in the presence of a transverse field $Gamma$. Based on energy resolved analysis, which is of relevance for a closed quantum system, we show that the quantum SK model has many-body mobility edges separating MBL phase which is non-ergodic and non-thermal from the delocalized phase which is ergodic and thermal. The range of the delocalized regime increases with increase in the strength of $Gamma$ and eventually for $Gamma$ larger than $Gamma_{CP}$ the entire many-body spectrum is delocalized. We show that the Renyi entropy is almost independent of the system size in the MBL phase, hinting towards an area law in this infinite range model while the delocalized phase shows volume law scaling of Renyi entropy. We further obtain spin glass transition curve in energy density $epsilon$-$Gamma$ plane from the collapse of eigenstate spin susceptibility. We demonstrate that in most of the parameter regime SG transition occurs close to the MBL transition indicating that the SG phase is non-ergodic and non-thermal while the paramagnetic phase is delocalized and thermal.
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