Purpose A popular way to attempt to discern causality in clinical psychology is through mediation analysis. However, mediation analysis is sometimes applied to research questions in clinical psychology when inferring causality is impossible. This practice may soon increase with new, readily available, and easy‐to‐use statistical advances. Thus, we here provide a heuristic to remind clinical psychological scientists of the assumptions of mediation analyses. Approach We describe recent statistical advances and unpack assumptions of causality in mediation, underscoring the importance of time in understanding mediational hypotheses and analyses in clinical psychology. Example analyses demonstrate that statistical mediation can occur despite theoretical mediation being improbable. Conclusion We propose a delineation of mediational effects derived from cross‐sectional designs into the terms temporal and atemporal associations to emphasize time in conceptualizing process models in clinical psychology. The general implications for mediational hypotheses and the temporal frameworks from within which they may be drawn are discussed.