Quantum discord quantifies nonclassical correlations in quantum states. We introduce discord for states in causal probabilistic theories, inspired by the original definition proposed by H. Ollivier and W. H. Zurek [Phys. Rev. Lett. 88, 017901 (2001)]. We show that the only probabilistic theory in which all states have null discord is classical probability theory. Non-null discord is then not just a quantum feature, but a generic signature of nonclassicality.