Climate consists of many components, for example, atmosphere, hydrosphere, cryosphere, and biosphere. All the components act under mechanisms that relate them in a highly nonlinear way, making the climate a complex system. This complexity is a challenge to study the climate and its implications at various spatiotemporal scales. However, the dependence of anthropogenic activities on the climate has encouraged its study in order, for example, to anticipate its periodic changes and, as far as possible, extreme events that may have adverse effects. As climate study is an intricate task, several approaches have been used to unravel the underlying processes that dominate its behavior. Those approaches range from linear correlation analysis to complex machine learning-based knowledge discovery analysis. This last approach has become more relevant after the introduction of sophisticated climate simulation models and high-tech equipment (e.g., satellite) that allow a climate record of greater coverage (spatial and temporal) and that, together, have generated ubiquitous large databases. One of the knowledge discovery approaches based on this big data is based on climate networks. Nevertheless, causal reasoning methods have also been used recently to infer and characterize these networks, which are called causal climate networks. Several studies have been carried out with climate networks; however, the recent introduction of causality methods makes the study of climate with causal climate networks an opportunity to explore and exploit them more widely. In addition, the particularities of the climate make it necessary to understand specific operational issues that must be taken into account when applying networks. This thesis aims to propose new methodologies and applications of causal climate networks following as a common thread the characterization of physical phenomena that manifest themselves at different spatial scales. For this, different case studies have been taken. They are the climate in South America and a large part of the Pacific and Atlantic oceans, then, reducing the scale, the surrounding factors that influence the rainfall of Ecuador, and, finally, the selection of predictors for downscaling models in an Andean basin. Among the main results are the following three. First, a methodology for evaluating global climate models based on what is called here as causal flows. Second, an approach that studies causal flows and helps trace influence paths in flow fields. Third, the presentation of evidence that shows the effectiveness of methods based on causality in selecting predictors for downscaling models. The thesis contributes to efforts to bridge the gap between the climate science and causal inference communities. This through the study and application of causal reasoning and taking advantage of the enormous amounts of climate data available today.