Experimentation is paramount to innovation. In fact, innovation scholars and practitioners have espoused Thomke's (2003) book titled Experimentation matters: Unlocking the potential of new technologies for innovation. Unfortunately, companies still experience considerable technical and managerial difficulties with organizing experiments under high uncertainty. This study confronts Thomke's experimentation principles with a high uncertainty context by examining experiments conducted by The Manhattan Project from 1943-1945, the initiative that created the first implosion-type fission bomb. Findings suggest that lack of theoretical knowledge, a crisis of scientific instruments, and absence of pre-established organizations were critical to such highly uncertain experimentation. We conclude with a discussion of the boundary conditions of Thomke's experimentation principles. Finally, we propose five principles for facilitating the management of experimentation in the unknown.