The yielding behavior of dilute magnetorheological (MR) fluids has been investigated using creep-recovery tests. At very low stress levels, MR fluids behave in the linear viscoelastic regime as demonstrated by the fact that the instantaneous strain equals the instantaneous (elastic) recovery. In this region, gap-spanning field-induced structures support the stress levels applied. Upon increasing the stress value, the MR fluid evolves towards a nonlinear viscoelastic response. Here, the retarded elastic and viscous strain decrease, and the plastic contribution to the instantaneous strain grows probably due to the appearance of unattached field-induced structures. A larger stress value results in a viscoplastic solid behavior with negligible retarded and viscous strain and a fully plastic instantaneous strain. Finally, a plastic fluid behavior is found when the stress value is larger than the so-called yield stress. MR fluids exhibit an intermediate behavior between non-thixotropic (simple) and highly thixotropic model yield stress fluids.