This article discusses the design and analysis of an experiment performed in a continuous process (CP). Three types of iron ore pellets are tested on two levels of a process variable in an experimental blast furnace process, using a full factorial design with replicates. A multivariate approach to the analysis of the experiment in the form of principal component analysis combined with analysis of variance is proposed. The analysis method also considers the split-plot-like structure of the experiment. The article exemplifies how a factorial design combined with multivariate analysis can be used to perform product development experiments in a CP. CPs also demand special considerations when planning, performing and analyzing experiments. The article highlights and discusses such issues and considerations, for example, the dynamic characteristic of CPs, a strategy to handle disturbances during experimentation and the need for process control during experimentation.