We introduce the Minecraft Dialogue Corpus with Reference (MDC-R). MDC-R is a new language resource that supplements the original Minecraft Dialogue Corpus (MDC) with expert annotations of anaphoric and deictic reference. MDC's task-orientated, multi-turn, situated dialogue in a dynamic environment has motivated multiple annotation efforts, owing to the interesting linguistic phenomena that this setting gives rise to. We believe it can serve as a valuable resource when annotated with reference, too. Here, we discuss our method of annotation and the resulting corpus, and provide both a quantitative and a qualitative analysis of the data. Furthermore, we carry out a short experiment demonstrating the usefulness of our corpus for referring expression comprehension.