We use data from classic professional tennis matches to provide an empirical test of the theory of mixed strategy equilibrium. We Þnd that the serve-and-return play of John McEnroe, Bjorn Borg, Boris Becker, Pete Sampras and others is consistent with equilibrium play. The same statistical tests soundly reject the assumption of equilibrium play in experimental data, including the data from Barry ONeills celebrated experiment. ∗We are indebted to many people for helpful comments and discussions, but especially to Robert Aumann, Bruno Broseta, Bill Horrace, Tom Palfrey, Robert Rosenthal, Jason Shachat, and Vernon Smith, and to an anonymous referee for the Review. Ed Agranowitz provided indispensable assis-tance in obtaining data, and Barry ONeill graciously provided us with the data from his experiment.