We examine phase transition of the spin density wave and $pi$ phase shifted superconductivity in the Fe pnictide superconductors. The phase diagram is described in the plane of the temperature T and the doping x with the combination of Ginzburg-Landau expansion of the free energy near the multi-critical temperature $T_c$ and the self-consistent numerical iterations of the gap equations. The phase separation or coexistence is determined by computing the 4-th order terms of the free energy which is confirmed by the numerical calculations. We can show the phase coexistence when the spin density wave is incommensurate. And the first order phase transition is observed near the boundary between commensurate and incommensurate spin density wave.