We present a detailed description of the experiment realising for the first time a protective measurement, a novel measurement protocol which combines weak interactions with a ``protection mechanism preserving the measured state coherence during the whole measurement process. Furthermore, protective measurement allows finding the expectation value of an observable, i.e. an inherently statistical quantity, by measuring a single particle, without the need of any statistics. This peculiar property, in sharp contrast with the framework of traditional (projective) quantum measurement, might constitute a groundbreaking advance for several quantum technology related fields.