The role of non-locality in transport bifurcation is indicated by experiments in the Large Helical Device. A long distance correlation of the order of the plasma radius between the heat flux and temperature gradient is determined by using cross-correlation analysis. This long distance correlation induces a new transport bifurcation. A bifurcation diagram including the non-locality demonstrates that the non-local temperature rise phenomena can be explained qualitatively by the cusp catastrophe model.