Mark Pennington argues political systems should be decentralized in order to facilitate experimental learning about distributive justice. Pointing out the problems with Pennington’s Hayekian formulation, I reframe his argument as an extension of the Millian idea of “experiments in living.” However, the experimental case for decentralization is limited in several ways. Even if decentralization improves our knowledge about justice, it impedes the actual implementation of all conceptions of justice other than libertarianism. I conclude by arguing for the compatibility of egalitarian redistribution with the epistemic virtues of markets pointed out by Hayek. © 2016 Critical Review Foundation.