In this paper, we study the set of stationary solutions of the Vlasov–Fokker–Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well potential, an interaction potential, a friction force and a stochastic force. We prove, under suitable assumptions, that the VFP equation does not have a unique stationary solution and that there exists a phase transition. Our study relies on the recent results by Tugaut and coauthors regarding the McKean–Vlasov equation.