A new kind of multifractal is constructed by fractional Fourier transform of Cantor sets. The wavelet transform modulus maxima method is applied to calculate the singularity spectrum under an operational definition of multifractal. In particular, an analysing procedure to determine the spectrum is suggested for practice. Nonanalyticities of singularity spectra or phase transitions are discovered, which are interpreted as some indications on the range of Boltzmann temperature q, on which the scaling relation of partition function holds.