In this paper, I outline two strands of evidence for the conclusion that the dynamical approach to cognitive science both seeks and provides covering law explanations. Two of the most successful dynamical models—Kelso’s model of rhythmic finger movement and Thelen et al.’s model of infant perseverative reaching—can be seen to provide explanations which conform to the famous explanatory scheme first put forward by Hempel and Oppenheim. In addition, many prominent advocates of the dynamical approach also express the provision of this kind of explanation as a goal of dynamical cognitive science. I conclude by briefly outlining two consequences. First, dynamical cognitive science’s explanatory style may strengthen its links to the so-called “situated” approach to cognition, but, secondly, it may also undermine the widespread intuition that dynamics is related to emergentism in the philosophy of mind.