When $d\ge 3$, the directed polymer a in random environment on $\mathbb Z^d$ is known to display a phase transition from a diffusive phase, known as \textit{weak disorder} to a localized phase, referred to as \textit{strong disorder}. This transition is encoded by the behavior of the the free energy of the model, defined by $$\mathfrak f(β):=\lim_{N\to \infty} (1/n)\log W^β_n$$ where $W^β_n$ is the normalized partition function for the directed polymer of length $n$. More precisely weak disorder corresponds to $\mathfrak f(β)=0$ and strong disorder to $\mathfrak f(β)<0$. Monotonicity and continuity of $\mathfrak f$ implies that there exists $β_c\in [0,\infty]$ such that weak disorder is equivalent to $β\in [0,β_c]$. Furthermore $β_c>0$ if and only if $d\ge 3$. We prove that this transition is infinitely smooth in the sense that $\mathfrak f$ grows slower than any power function at the vicinity of $β_c$, that is $$ \lim_{β\downarrow β_c }\frac{\log |\mathfrak f(β)|}{\log (β-β_c)}=\infty.$$