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The fidelity susceptibility is a general purpose probe of phase transitions. With its origin in quantum information and in the differential geometry perspective of quantum states, the fidelity susceptibility can indicate the presence of a phase transition without prior knowledge of the local order parameter, as well as reveal the universal properties of a critical point. The wide applicability of the fidelity susceptibility to quantum many-body systems is, however, hindered by the limited computational tools to evaluate it. We present a generic, efficient, and elegant approach to compute the fidelity susceptibility of correlated fermions, bosons, and quantum spin systems in a broad range of quantum Monte Carlo methods. It can be applied to both the ground-state and nonzero-temperature cases. The Monte Carlo estimator has a simple yet universal form, which can be efficiently evaluated in simulations. We demonstrate the power of this approach with applications to the Bose-Hubbard model, the spin-1/2 XXZ model, and use it to examine the hypothetical intermediate spin-liquid phase in the Hubbard model on the honeycomb lattice.