With an increased emphasis on evidence-based medicine, teaching epidemiology and biostatistics to medical students is becoming increasingly important. This article discusses the development and implementation of a procedure for demonstrating the principles of clinical trials to medical students. A practical group exercise was used instead of traditional, lecture-based teaching. The students were both investigators and subjects in a placebo-controlled, randomized clinical trial involving caffeine. This trial is presented and discussed. In general, the students found the exercise to be an effective and enjoyable alternative to a traditional, didactic teaching session. Practical suggestions for educators who may be interested in using this approach in their own teaching are given.