It is expected that the Gregory-Laflamme (GL) instability in the black string in gravity is related to the Rayleigh-Plateau instability in fluid mechanics. Especially, the orders of the phase transitions associated with these instabilities depend on the number of the transverse space dimensions, and they are of first and second order below and above the critical dimension. Through the gauge-gravity correspondence, the GL instability is conjectured to be thermodynamically related to the Hagedorn instability in large-N gauge theories, and it leads to a prediction that the order of the confinement-deconfinement transition associated with the Hagedorn instability may depend on the transverse dimension. We test this conjecture in the D-dimensional bosonic D0-brane model using numerical simulation and the 1/D expansion, and confirm the expected D dependence.