Explainability plays an increasingly important role in machine learning. Because reinforcement learning (RL) involves interactions between states and actions over time, explaining an RL policy is more challenging than that of supervised learning. Furthermore, humans view the world from causal lens and thus prefer causal explanations over associational ones. Therefore, in this paper, we develop a causal explanation mechanism that quantifies the causal importance of states on actions and such importance over time. Moreover, via a series of simulation studies including crop irrigation, Blackjack, collision avoidance, and lunar lander, we demonstrate the advantages of our mechanism over state-of-the-art associational methods in terms of RL policy explanation.