Gravity is believed to have deep and inherent relation to thermodynamics. We study phase transition and critical behavior in the extended phase space of asymptotic anti de-Sitter (AdS) black holes in Einstein-Horndeski gravity. We demonstrate that the black hole in Einstein-Horndeski gravity undergo phase transition and P-V criticality mimicking the van der Waals gas-liquid system. The key approach in our study is to introduce a more reasonable pressure instead of previous pressure $P=-Lambda/8pi$ related to cosmological constant $Lambda$, and this proper pressure is given insight from the asymptotical behaviour of this black hole. Moreover, we also first obtain P-V criticality in the two cases with $Lambda=0$ and $Lambda>0$ in our paper, which implicates that the cosmological constant $Lambda$ may be not a necessary pressure candidate for black holes at the microscopic level. We present critical exponents for these phase transition processes.