We found by adiabatic calorimetric and X-ray powder diffraction measurements that cyclohexane confined into pores with a diameter of nm scale exhibits first order phase transition of a new type at 154 K. Emergence of the 1st order transition was restricted only to pores whose diameter was smaller than 3.0 nm, the transition temperature was independent of the pore sizes of confinement, and the transition enthalpy revealed a peak at around the diameter of 2.5 nm. These imply this transition is a liquid-liquid transition. Temperature dependence of X-ray diffraction intensities indicated development of a structural correlation around 0.3 nm at lower temperatures in accompany with the transition: This is consistent with the calorimetric findings.