Quantum mechanics, one of the keystones of modern physics, exhibits several peculiar properties, differentiating it from classical mechanics. One of the most intriguing is that variables might not have definite values. A complete quantum description provides only probabilities for obtaining various eigenvalues of a quantum variable. These and the corresponding probabilities specify the expectation value of a physical observable, which is known to be a statistical property of an ensemble of quantum systems. In contrast to this paradigm, we demonstrate a unique method allowing to measure the expectation value of a physical variable on a single particle, namely, the polarisation of a single protected photon. This is the first realisation of quantum protective measurements.