The phase behavior of lattice model dendrimers of generations from 2 to 5 in solution was studied using grand canonical Monte Carlo simulations. The critical properties were calculated using multihistogram reweighting techniques combined with mixed field finite-size scaling. Power law exponents were obtained for the critical volume as well as for the dendrimer radius of gyration. Significant differences in these exponents occur compared to linear molecules. A systematic decrease of the critical volume exponent with the generation and the molecular weight was observed. A decrease of the power law exponent for the radius of gyration with respect to the molecular weight at the critical conditions is also reported. The phase coexistence envelopes of dendrimer-solvent mixtures were calculated. Finally, the local molecular structure and the local density profiles calculations indicate more compact molecules for higher generation dendrimers.