This paper explicates Foucault's conception of experience and defends it as an important theoretical resource for feminist theory. It analyzes Linda Alcoff's devastating critique of Foucault's account of sexuality and her reasons for advocating phenomenology as a more viable alternative. I agree with her that a philosophically sophisticated understanding of experience must remain central for feminist theory, but I demonstrate that her critique of Foucault is based on a mistaken view of his philosophical position as well as on a problematic understanding of phenomenology.