Bergson's integral empiricism is a philosophical approach that aims to harmonize the scientific study of nature with the experience of consciousness. Bergson drew heavily on the basic concepts of calculus in framing his philosophy of intuition. He did not merely use calculus metaphorically to describe processes and organizational patterns of consciousness. Instead, he studied the thought processes actually involved in calculus and showed that they are intimately connected to how we think about change more generally. I propose a distinction between derivative empiricism, i.e., reductionism, and integral empiricism that incorporates the study of the mind by the mind. The method involves the invention of a new kind of knowledge that is not based on generalization or abstraction but rather on the integration of experience. This is predicated on a study of the act of integration in consciousness that underpins our ability to think and do philosophy.