Physicians in the late 19th century already suspected a link between skin cancer and sun exposure. However, the suspicion was confirmed through animal experiments in the early 20th century. 

On analyzing the genetic mutations in skin carcinomas, UV radiations were found as the cause. The sun’s powerful ultraviolet (UV) radiation is a notable and ubiquitous physical carcinogen produced by our natural environment. The rays are genotoxic. However, they do not penetrate our bodies beyond the skin. 

So, yes, UV rays do cause cancer.