Big Data is an approach, a set of tools, and an opportunity to enable somewhat different designs of business research. This paper describes experiences from studies using Big Data. We discuss the aim of a study using this approach, not least the need to accept a vague initial aim, and how data collection can be setup to be flexible and scalable. Handling and processing the data to achieve usability and maintain traceability is covered, and a few different ways to use and analyze data obtained from a Big Data approach are mentioned. Concluding with a number of challenges and opportunities, this paper could hopefully encourage and support the use of Big Data approaches in business research, as a powerful addition to the researcher’s toolbox.