It is argued that a continuous quantum phase transition between different ordered phases in spinor Bose-Einstein condensates predicted by the mean-field theory is vulnerable to quantum fluctuations. By analyzing Lee-Huang-Yang corrections in the condensate, we demonstrate that the so-called Coleman-Weinberg mechanism takes place in such a transition, that is, the transition becomes of the first order by quantum fluctuations. A jump to be expected in this first-order transition is induced by a correction from density fluctuations despite a transition between different magnetic properties with keeping condensation. We exemplify this with an experimentally relevant case and show that a measurement of a condensate depletion can be utilized to confirm the first-order transition.