There has been a growing interest among management scholars in conducting research on grand challenges. Despite recognizing that studying such highly complex and uncertain phenomena likely requires more unconventional approaches, there has been very little methodological guidance provided to interested scholars. Drawing upon our own grand challenge projects undertaken over the past decade, we put forward a methodological approach we term 'abductive experimentation'. Such an approach is an action-oriented process of inquiry that cycles between generating 'doubt' and generating 'belief'. More specifically, abductive experimentation iterates between induction, abduction, and deduction to both generate and reconcile 'surprising' findings and causal mechanisms. While we submit abductive experimentation as a methodological approach particularly well suited to the study of grand challenges, we believe that the process depicted also provides a general roadmap for scholars seeking to dismantle the artificial dualism between theory and practice.