Researchers, educators, and parents have long believed that children learn cause and effect relationships through exploratory play. However, previous research suggests that children are poor at designing informative experiments; children fail to control relevant variables and tend to alter multiple variables simultaneously. Thus, little is known about how children’s spontaneous exploration might support accurate causal inferences. Here the authors suggest that children’s exploratory play is affected by the quality of the evidence they observe. Using a novel free-play paradigm, the authors show that preschoolers (mean age: 57 months) distinguish confounded and unconfounded evidence, preferentially explore causally confounded (but not matched unconfounded) toys rather than novel toys, and spontaneously disambiguate confounded variables in the course of free play.