We first study the thermodynamics of Bardeen-AdS black hole by the $T$-$r_{h}$ diagram, where T is the Hawking temperature and $r_{h}$ is the radius of event horizon. The cut-off radius which is the minimal radius of the thermodynamical stable Bardeen black hole can be got, and the cut-off radius is the same with the result of the heat capacity analysis. Moreover, by studying the parameter $g$, which is interpreted as a gravitationally collapsed magnetic monopole arising in a specific form of non-linear electrodynamics, in the Bardeen black hole, we can get a critical value $g_{m}$ and different phenomenons with different values of parameter $g$. For $g>g_{m}$, there is no second order phase transition. We also research the thermodynamical stability of the Bardeen black hole by the Gibbs free energy and the heat capacity. In addition, the phase transition is discussed.
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