This paper presents an application of the Analytic Hierarchy Process (AHP) to support the creation of a strategy map. A strategy map is a representation of the cause-effect relationships between strategic objectives of a Balanced Scorecard (BSC). The method proposed establishes the relationships that are important within the strategy map. The case of seven companies is presented, where the method is applied and the results are compared with the actual maps defined by the companies. The comparison is made to determine in which extend the proposed method is useful for establishing the causal relationships in a strategy map.