Erwin Schrödinger introduced in 1935 the concept of ‘steering’, which generalizes the famed Einstein–Podolsky–Rosen paradox. Steering sits in between quantum entanglement and non-locality — that is, entanglement is necessary for steering, but steering can be achieved, as has now been demonstrated experimentally, with states that cannot violate a Bell inequality (and therefore non-locality). The concept of ‘steering’ was introduced in 1935 by Schrödinger1 as a generalization of the EPR (Einstein–Podolsky–Rosen) paradox. It has recently been formalized as a quantum-information task with arbitrary bipartite states and measurements2, for which the existence of entanglement is necessary but not sufficient. Previous experiments in this area3,4,5,6 have been restricted to an approach7 that followed the original EPR argument in considering only two different measurement settings per side. Here we demonstrate experimentally that EPR-steering occurs for mixed entangled states that are Bell local (that is, that cannot possibly demonstrate Bell non-locality). Unlike the case of Bell inequalities8,9,10,11, increasing the number of measurement settings beyond two—we use up to six—significantly increases the robustness of the EPR-steering phenomenon to noise.