In many scientific domains, causality is the key question. For example, in neuroscience, we might ask whether a medication affects perception, cognition or action. Randomized controlled trials are the gold standard to establish causality, but they are not always practical. The field of empirical economics has developed rigorous methods to establish causality even when randomized controlled trials are not available. Here we review these quasi-experimental methods and highlight how neuroscience and behavioural researchers can use them to do research that can credibly demonstrate causal effects.