We identify a novel phenomenon in distinct (namely non-identical) coupled chaotic systems, which we term dynamical hysteresis. This behavior, which appears to be universal, is defined in terms of the system dynamics (quantified for example through the Lyapunov exponents), and arises from the presence of at least two coexisting stable attractors over a finite range of coupling, with a change of stability outside this range. Further characterization via mutual synchronization indices reveals that one attractor corresponds to spatially synchronized oscillators, while the other corresponds to desynchronized oscillators. Dynamical hysteresis may thus help to understand critical aspects of the dynamical behavior of complex biological systems, e.g. seizures in the epileptic brain can be viewed as transitions between different dynamical phases caused by time dependence in the brain’s internal coupling.