The holographic dual of a finite-temperature gauge theory with a small number of flavors typically contains D-brane probes in a black hole background. At low temperature, the branes sit outside the black hole and the meson spectrum is discrete and possesses a mass gap. As the temperature increases, the branes approach a critical solution. Eventually, they fall into the horizon and a phase transition occurs. In the new phase, the meson spectrum is continuous and gapless. At large Nc and large't Hooft coupling, we show that this phase transition is always first order. In confining theories with heavy quarks, it occurs above the deconfinement transition for the glue.