We present a supersymmetric recursion relation for tree-level scattering amplitudes in N=4 super Yang-Mills. Using this recursion relation, we prove that the tree-level S-matrix of the maximally supersymmetric theory is covariant under dual superconformal transformations. We further analyse the consequences that the transformation properties of the trees under this symmetry have on those of the loops. In particular, we show that the coefficients of the expansion of generic one-loop amplitudes in a basis of pseudo-conformally invariant scalar box functions transform covariantly under dual superconformal symmetry, and in exactly the same way as the corresponding tree-level amplitudes.