This article provides evidence for mixed strategy play in a natural setting, using data from penalty kicking in professional German soccer. A penalty kick is a two-person constant-sum game. We distinguish two strategies for both players, namely, choosing left or right and verify empirically that the two main requirements for the existence of a Nash equilibrium in mixed strategies are met: (1) the expected payoffs are equal across strategies and (2) we cannot reject the hypothesis that players choose their actions randomly.