In recent studies on two-dimensional supersonic jets, it is reported that the hysteresis phenomenon for the reflection type of shock waves in the jet flow field is occurred under the quasi-steady flow condition and this phenomenon is affected by the transitional pressure ratio between the regular reflection and Mach reflection. However, so far, there are few researches on the hysteresis phenomenon for the transition of shock waves between regular and Mach reflection in over-expanded supersonic jets and the phenomenon has not been investigated satisfactorily. Therefore, the purpose of this study is to clarify the hysteresis phenomena for the reflection type of shock wave in the over-expanded axi-symmetric supersonic jet experimentally, and to discuss the relationship between hysteresis phenomenon and rate of the change of pressure ratio with time. Furthermore, the effect of Mach number at the nozzle exit on hysteresis loop was investigated for two kinds of nozzle.