We study in phase space a zero-dimensional system of Brownian particles which move in a periodic potential and subject to an inteal time derivative Ostein-Uhlenbeck noise. To resolve the Fokker-Planck equation in such a case, we propose an approximate analytical method. The theoretical predictions exhibit a second order noise-induced nonequilibrium phase transition, which is confirmed by numerical simulation results. The phase transition brings the system from an ergodicity to a nonergodicity phase as the potential barrier height decreases.