Accumulating evidence has made clear that experience--the knowledge an individual acquires during a lifetime of sensing and acting--is of fundamental biological relevance. Experience makes an impact on all adaptive systems, including the endocrine, immune, and nerve systems, and is of the essence, not only for the unfolding of an organisms' healthy status, but also for the development of malfunctional traits. Nevertheless, experience is often excluded from empirical approaches. A variety of complex interactions that influence life histories are thereby neglected. Such ignorance is especially detrimental for psychoneuroimmunology, the science that seeks to understand how the exquisite and dynamic interplay between mind, body, and environment relates to behavioral characteristics. The article reviews claims for incorporating experience as a member of good explanatory standing in biology and medicine, and more specifically, claims that experiential knowledge is required to enable meaningful and relevant explanations and predictions in the psychoneuroimmunological realm.