Precise resistivity measurements on the ferromagnetic superconductor UGe2 under pressure p and magnetic field H reveal a previously unobserved change of the anomaly at the Curie temperature. Therefore, the tricritical point (TCP) where the paramagnetic-to-ferromagnetic transition changes from a second order to a first order transition is located in the p-T phase diagram. Moreover, the evolution of the TCP can be followed under the magnetic field in the same way. It is the first report of the boundary of the first order plane which appears in the p-T-H phase diagram of weak itinerant ferromagnets. This line of critical points starts from the TCP and will terminate at a quantum critical point. These measurements provide the first estimation of the location of the quantum critical point in the p-H plane and will inspire similar studies of the other weak itinerant ferromagnets.