Counterfactual statements describe an event that did not happen or cannot happen, and optionally the consequence of this event if it would happen. Counterfactual statements are the building blocks of human thought processes as people constantly reflect upon past happenings and consider their future implications. Counterfactual reasoning is essential for machine intelligence and explainable artificial intelligence studies. Detecting counterfactuals automatically with machine learning algorithms is very crucial for these areas. This thesis presents the development of the first-ever Turkish counterfactual detection dataset. It presents a comprehensive classification baseline and expands the scope of counterfactual detection to include the Turkish language.