Perceptual hysteresis can be defined as the enduring influence of the recent past on current perception. Here, hysteresis was investigated in a basic auditory task: pitch comparisons between successive tones. On each trial, listeners were presented with pairs of tones and asked to report the direction of subjective pitch shift, as either "up" or "down." All tones were complexes known as Shepard tones (Shepard, 1964), which comprise several frequency components at octave multiples of a base frequency. The results showed that perceptual judgments were determined both by stimulus-related factors (the interval ratio between the base frequencies within a pair) and by recent context (the intervals in the two previous trials). When tones were presented in ordered sequences, for which the frequency interval between tones was varied in a progressive manner, strong hysteresis was found. In particular, ambiguous stimuli that led to equal probabilities of "up" and "down" responses within a randomized context were almost fully determined within an ordered context. Moreover, hysteresis did not act on the direction of the reported pitch shift, but rather on the perceptual representation of each tone. Thus, hysteresis could be observed within sequences in which listeners varied between "up" and "down" responses, enabling us to largely rule out confounds related to response bias. The strength of the perceptual hysteresis observed suggests that the ongoing context may have a substantial influence on fundamental aspects of auditory perception, such as how we perceive the changes in pitch between successive sounds.