In respiratory health research, interest often lies in estimating the effect of an exposure on a health outcome. If randomization of the exposure of interest is not possible, estimating its effect is typically complicated by confounding bias. This can often be dealt with by controlling for the variables causing the confounding, if measured, in the statistical analysis. Common statistical methods used to achieve this include multivariable regression models adjusting for selected confounding variables or stratification on those variables. Therefore, a key question is which measured variables need to be controlled for in order to remove confounding. An approach to confounder‐selection based on the use of causal diagrams (often called directed acyclic graphs) is discussed. A causal diagram is a visual representation of the causal relationships believed to exist between the variables of interest, including the exposure, outcome and potential confounding variables. After creating a causal diagram for the research question, an intuitive and easy‐to‐use set of rules can be applied, based on a foundation of rigorous mathematics, to decide which measured variables must be controlled for in the statistical analysis in order to remove confounding, to the extent that is possible using the available data. This approach is illustrated by constructing a causal diagram for the research question: ‘Does personal smoking affect the risk of subsequent asthma?’. Using data taken from the Tasmanian Longitudinal Health Study, the statistical analysis suggested by the causal diagram approach was performed.