This article proposes a novel software engineering practice called Agile Experimentation. It aims mostly small experiments in a business driven software engineering environment where a developer is a scarce resource and the impact of the experimentation on the return-of-investment driven software project needs to be minimal. In such environment the tools used for the sake of research need to have virtually no negative impact on the developers, but simultaneously those tools need to collect high quality data to perform sound enough quantitative analyses. In order to fulfill those requirements, and to support the Agile Experimentation practice, we co-developed a tool called NActivitySensor that gathers the data about the developers activities in a widely used Integrated Development Environment—Visual Studio. The proposed Agile Experimentation practice and the developed tool complement each other to support lightweight experimentation in real-world software development settings.