This Letter presents a numerical study of a magnetohydrodynamic flow in a square duct with electrically conducting walls subject to a uniform, transverse magnetic field. Two regimes of instability and transition of Hunt's jets at the walls parallel to the magnetic field have been identified. The first one occurs for relatively low values of the Reynolds number Re and is associated with weak, periodic, counterrotating vortices discovered previously in linear stability studies. The second is a new regime taking place for higher values of Re. It is associated with trains of small-scale vortices enveloped into larger structures, and involves partial detachment of jets from parallel walls. Once this regime sets in, the kinetic energy of perturbations increases by 2 orders of magnitude.