This Letter presents the first observation on the interplay between nonlocal transport and neoclassical tearing modes (NTMs) during transient nonlocal heat transport events in the HL-2A tokamak. The nonlocality is triggered by edge cooling and large-scale, inward propagating avalanches. These lead to a locally enhanced pressure gradient at the q = 3/2 (or 2/1) rational surface and hence the onset of the NTM in relatively low β plasmas (βN < 1). The NTM, in return, regulates the nonlocal transport by truncation of avalanches by local sheared toroidal flows which develop near the magnetic island. These findings have direct implications for understanding the dynamic interaction between turbulence and large-scale mode structures in fusion plasmas.