Recent approaches to causal modelling rely upon the causal Markov condition, which specifies which probability distributions are compatible with a directed acyclic graph (DAG). Further principles are required in order to choose among the large number of DAGs compatible with a given probability distribution. Here we present a principle that we call frugality. This principle tells one to choose the DAG with the fewest causal arrows. We argue that frugality has several desirable properties compared to the other principles that have been suggested, including the well-known causal faithfulness condition.