Establishing the nature of a quantum phase transition in finite-size simulations—whether continuous, first-order, or weakly first-order—is a fundamental challenge in quantum many-body computation. The weakly first-order transition is particularly elusive: its anomalously large correlation length invariably mimics a continuous critical point at accessible system sizes, and no unified finite-size scaling theory has existed to distinguish these scenarios under realistic computational constraints. In this work, we address this problem by introducing a finite-size scaling framework based on the R'enyi thermal entropy (RTE) and its derivative (DRTE). We derive the finite-size scaling forms for the RTE and DRTE at continuous, first-order, and weakly first-order quantum phase transitions, and show that the DRTE isolates the universal contribution of the free energy and strengthens the characteristics of various phase transitions in finite sizes. Using quantum Monte Carlo simulations, we demonstrate accurate data collapse and extraction of critical exponents at (2+1)-dimensional O($N$) critical points. Most importantly, the DRTE provides a definitive signature of weakly first-order transitions at visitable sizes—a zero-crossing and a double-peak structure—which we observe in the debated deconfined quantum criticality candidates such as the $J$–$Q$ and SU(8) $J_1$–$J_2$ models. Our approach offers a general, order-parameter-agnostic, and numerically efficient diagnostic tool, resolving long-standing ambiguities between continuous and weakly first-order scenarios in the finite size simulations.