Understanding the training dynamics of quantum neural networks is a fundamental task in quantum information science with wide impact in physics, chemistry and machine learning. In this work, we show that the late-time training dynamics of quantum neural networks can be described by the generalized Lotka-Volterra equations, which lead to a dynamical phase transition. When the targeted value of cost function crosses the minimum achievable value from above to below, the dynamics evolve from a frozen-kernel phase to a frozen-error phase, showing a duality between the quantum neural tangent kernel and the total error. In both phases, the convergence towards the fixed point is exponential, while at the critical point becomes polynomial. Via mapping the Hessian of the training dynamics to a Hamiltonian in the imaginary time, we reveal the nature of the phase transition to be second-order with the exponent $\nu=1$, where scale invariance and closing gap are observed at critical point. We also provide a non-perturbative analytical theory to explain the phase transition via a restricted Haar ensemble at late time, when the output state approaches the steady state. The theory findings are verified experimentally on IBM quantum devices.