Certifying the entanglement of quantum states with Bell inequalities allows one to guarantee the security of quantum information protocols independently of imperfections in the measuring devices. Here we present a similar procedure for witnessing entangled measurements, which play a central role in many quantum information tasks. Our procedure is termed semi-device-independent, as it uses uncharacterized quantum preparations of fixed Hilbert space dimension. Using a photonic setup, we experimentally certify an entangled measurement using measurement statistics only. We also apply our techniques to certify unentangled but nevertheless inherently quantum measurements.