We study and discuss the critical behaviour of charged by nonlinear electrodynamics (NED) AdS black holes in an extended phase space. The negative cosmological constant is treated as a thermodynamic pressure and the black hole mass is considered as the chemical enthalpy. We show the analogy of thermodynamics and phase transitions studied with the Van der Walls liquid–gas system. We introduce new thermodynamic quantities conjugated to the NED coupling and a magnetic charge. It was demonstrated that the first law of black hole thermodynamics and the Smarr relation hold. We have calculated the Joule–Thomson thermodynamic coefficient and inversion temperature, and the Joule–Thomson adiabatic expansion is investigated.