We argue for a theoretical link between the development of an extended period of immaturity in human evolution and the emergence of powerful and wide-ranging causal learning mechanisms, specifically the use of causal models and Bayesian learning. We suggest that exploratory childhood learning, childhood play in particular, and causal cognition are closely connected. We report an empirical study demonstrating one such connection—a link between pretend play and counterfactual causal reasoning. Preschool children given new information about a causal system made very similar inferences both when they considered counterfactuals about the system and when they engaged in pretend play about it. Counterfactual cognition and causally coherent pretence were also significantly correlated even when age, general cognitive development and executive function were controlled for. These findings link a distinctive human form of childhood play and an equally distinctive human form of causal inference. We speculate that, during human evolution, computations that were initially reserved for solving particularly important ecological problems came to be used much more widely and extensively during the long period of protected immaturity.