Mendelian randomization (MR) uses genetic variants as instrumental variables to estimate the causal effect of a risk factor on an outcome using observational data.1, 2 Increases in the scale of genome‐wide association studies have led to large numbers of genetic variants that are associated with candidate risk factors being discovered.3 If the variants explain additional variability in the risk factor then using multiple variants in a MR analysis will increase power to detect a causal effect.4, 5 A pleiotropic genetic variant is associated with multiple risk factors; such a variant is not a valid instrumental variable and its inclusion in an (univariable) MR analysis may result in biased causal estimates and inappropriate inferences.6 As more variants are used in an MR analysis, the chance of including a pleiotropic variant increases.