We present PCFTL (Probabilistic CounterFactual Temporal Logic), a new probabilistic temporal logic for the verification of Markov Decision Processes (MDP). PCFTL introduces operators for causal inference, allowing us to express interventional and counterfactual queries. Given a path formula φ, an interventional property is concerned with the satisfaction probability of φ if we apply a particular change I to the MDP (e.g., switching to a different policy); a counterfactual formula allows us to compute, given an observed MDP path τ, what the outcome of φ would have been had we applied I in the past and under the same random factors that led to observing τ. Our approach represents a departure from existing probabilistic temporal logics that do not support such counterfactual reasoning. From a syntactic viewpoint, we introduce a counterfactual operator that subsumes both interventional and counterfactual probabilities as well as the traditional probabilistic operator. This makes our logic strictly more expressive than PCTL⋆. The semantics of PCFTL rely on a structural causal model translation of the MDP, which provides a representation amenable to counterfactual inference. We evaluate PCFTL in the context of safe reinforcement learning using a benchmark of grid-world models.