Critical behavior of solitonic wave forms of Bose-Einstein condensates in optical lattices (OLs) has been studied in the framework of the continuous mean-field equation. In two and three-dimensions OLs bright matter-wave solitons undergo abrupt delocalization as the strength of the OL is decreased below some critical. value. A similar delocalizing transition happens when the coefficient of nonlinearity crosses the critical value. As opposed, bright solitons in one-dimensional OL's retain their integrity over the whole range of parameter variations. An interpretation of this phenomenon in terms of quantum bound states in the effective potential is proposed.