Experiments are generally thought of as actions or operations undertaken to test a scientific hypothesis in settings detached from the rest of society. In this paper a different notion of experiment will be discussed. It is an understanding that has been developed in the classical tradition of the Chicago School of Sociology since the 1890s, but has so far remained unexplored. This sociological understanding of experiment does not model itself strictly on the natural sciences. Rather, it implies a process of societal self-experimentation without a fixed setting of a sociological experimenter. The paper discusses this notion of experiment in relation to the recursive dependency of the application and the production of sociological knowledge. It is contended that this concept of a self-experimental society offers theoretical insights that could well prove fruitful for a sociological concept of experiment beyond the realm of the laboratory.