Significance The Mpemba effect, wherein an initially hotter system relaxes faster when quenched to lower temperatures than an initially cooler system, has attracted much attention. Paradoxically, its very existence is a hot topic. Using massive numerical simulations, we show unambiguously that the Mpemba effect is present in the archetypical model system for complex behavior, spin glasses. We find that the Mpemba effect in spin glasses is due to the aging dynamics of the internal energy, as controlled by the nonequilibrium spin-glass coherence length. Interestingly, the effect is not present when the system remains all of the time in the paramagnetic phase. Therefore, the Mpemba effect suggests itself as an effective probe for a glass transition, potentially useful for other glass-forming systems.