Event Causality Identification (ECI) is the task of detecting causal relations between events mentioned in the text. Although this task has been extensively studied for English materials, it is under-explored for many other languages. A major reason for this issue is the lack of multilingual datasets that provide consistent annotations for event causality relations in multiple non-English languages. To address this issue, we introduce a new multilingual dataset for ECI, called MECI. The dataset employs consistent annotation guidelines for five typologically different languages, i.e., English, Danish, Spanish, Turkish, and Urdu. Our dataset thus enable a new research direction on cross-lingual transfer learning for ECI. Our extensive experiments demonstrate high quality for MECI that can pro-vide ample research challenges and directions for future research. We will publicly release MECI to promote research on multilingual ECI.