An experimental work on controller tuning for chemical engineering undergraduate students is proposed using a small heat exchange unit. Based upon process reaction curves in open-loop configuration, system gain and time constant are determined for first order model with time delay with excellent accuracy. Afterwards students calculate PID controller settings by Process Reaction Curve Method combined with Internal Model Control or with Ziegler-Nichols tuning relations, and perform closed-loop experiments using parameters so obtained. With this laboratory exercise students realize that tuning techniques just provide first guesses for controller settings and that additional work to fine tune is required. (Contains 3 tables and 5 figures.)