Hysteretic magnetoresistance (MR) is often used as a signature of ferromagnetism in conducting oxide films and heterostructures. Here, magnetotransport is investigated in a nonmagnetic La-doped SrSnO3 film. A 12 nm La:SrSnO3/2 nm SrSnO3/GdScO3 (110) film with insulating behavior exhibited a robust hysteresis loop in the MR at T < 5 K accompanied by an anomaly at ∼±3 T at T < 2.5 K. Furthermore, MR with the field in-plane yielded a value exceeding 100% at 1.8 K. Using detailed temperature-, angle- and magnetic field-dependent resistance measurements, we illustrate the origin of hysteresis is not due to magnetism in the film but rather is associated with the magnetocaloric effect of the substrate. Given GdScO3 and similar substrates are commonly used, this work highlights the importance of thermal coupling to processes in the substrates which must be carefully accounted for in the data interpretation for heterostructures utilizing these substrates.