Magnetorheological (MR) dampers have the advantages of highly controllable damping force over large range and low energy requirement. Due to the magnetorheological effect, MR fluids and devices demonstrate hysteretic behavior in its dynamics. The investigations on such hysteretic behavior are the basis of the potential engineering applications. The nonlinear dynamic behavior of MR dampers were investigated in experiments under various combined working conditions of excitation current and loading frequencies, and mathematical modeling and parameter estimations were done. The result shows that the damping force can be well controlled by the current excitations and the nonlinear hysteretic behavior is frequency dependent. It is shown by comparison between experimental data and its simulated counterparts that the model can well predict the hysteretic damping property of the MR damper.