Starting with some illustrative examples, I develop a systematic account of a specific type of experimentation--an experimentation which is not, as in the "standard view", driven by specific theories. It is typically practiced in periods in which no theory or--even more fundamentally--no conceptual framework is readily available. I call it exploratory experimentation and I explicate its systematic guidelines. From the historical examples I argue furthermore that exploratory experimentation may have an immense, but hitherto widely neglected, epistemic significance.