We report on a microwave cavity experiment where exceptional points (EPs), which are square root singularities of the eigenvalues as function of a complex interaction parameter, are encircled in the laboratory. The real and imaginary parts of an eigenvalue are given by the frequency and width of a resonance and the eigenvectors by the field distributions. Repulsion of eigenvalues--always associated with EPs--implies frequency anticrossing (crossing) whenever width crossing (anticrossing) is present. The eigenvalues and eigenvectors are interchanged while encircling an EP, but one of the eigenvectors undergoes a sign change which can be discerned in the field patterns.