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Abstract The Kenya long‐term exclosure experiment (KLEE) was established in 1995 in semi‐arid savanna rangeland to examine the separate and combined effects of livestock, wildlife and megaherbivores on their shared environment. The long‐term nature of this experiment has allowed us to measure these effects and address questions of stability and resilience in the context of multiple drought‐rainy cycles. Here we outline lessons learned over the last 29 years, and how these inform a fundamental tension in long‐term studies: how to balance the need for question‐driven research with the intangible conviction that long‐term data will yield valuable findings. We highlight the value of (1) identifying experimental effects that take many years to manifest, (2) quantifying the effects of different years (including droughts) and (3) capturing the signatures of anthropogenic change. We also highlight the potential for long‐term studies to create a collaborative community of scientists that brings new questions and motivates continued long‐term study.