It could be a transistor, or it could be almost anything else.
You need to have some rational method of figuring out likely suspects.
Start with an examination of the board. Many components will show signs of failure (but beware of components which are just being operated close to their limits and may be scorching the board -- especially true of wirewound resistors).
If there are no visible signs, there may still be the smell of the magic smoke that was released -- there may also be marks on the case where the smoke went. This may lead you to a particular area.
If a fuse blows, then the fault is obviously one that causes high current to flow, so start checking components that are capable (if shorted) of causing large currents (e.g. output stage, filter capacitors, some diodes).
Next step is to disconnect the load from the PSU (careful of this as the PSU may require a minimum load) and check if the fault is in the PSU.
Then there's lots more you can do before you start replacing (or suspecting) components at random.
So the first question therefore is, *why* do you think it's this transistor?