Abstract: The concept of `steering' was introduced in 1935 by Schrödinger as a generalization of the EPR (Einstein-Podolsky-Rosen) paradox. It has recently been formalized as a quantum-information task with arbitrary bipartite states and measurements, for which the existence of entanglement is necessary but not sufficient. Previous experiments in this area have been restricted to an approach that followed the original EPR argument in considering only two different measurement settings per side. Here we demonstrate experimentally that EPR-steering occurs for mixed entangled states that are Bell local (that is, that cannot possibly demonstrate Bell non-locality). Unlike the case of Bell inequalities, increasing the number of measurement settings beyond two-we use up to six-significantly increases the robustness of the EPR-steering phenomenon to noise.