We explore the stability of far-from-equilibrium metastable states of a three-dimensional Coulomb glass at zero temperature by studying charge avalanches triggered by a slowly varying external electric field. Surprisingly, we identify a sharply defined dynamical ("depinning") phase transition from stationary to nonstationary charge displacement at a critical value of the external electric field. Using particle-conserving dynamics, scalefree system-spanning avalanches are observed only at the critical field. We show that the qualitative features of this depinning transition are completely different for an equivalent short-range model, highlighting the key importance of long-range interactions for nonequilibrium dynamics of Coulomb glasses.