The ability to learn the direction of causal relations is critical for understanding and acting in the world. We investigated how children learn causal directionality in situations in which the states of variables are temporally dependent (i.e., autocorrelated). In Experiment 1, children learned about causal direction by comparing the states of one variable before versus after an intervention on another variable. In Experiment 2, children reliably inferred causal directionality merely from observing how two variables change over time; they interpreted Y changing without a change in X as evidence that Y does not influence X. Both of these strategies make sense if one believes the variables to be temporally dependent. We discuss the implications of these results for interpreting previous findings. More broadly, given that many real‐world environments are characterized by temporal dependency, these results suggest strategies that children may use to learn the causal structure of their environments.