In the 21th century astronomical observations, as well as astrophysical models, have become impressively precise. For a better understanding of the processes in stellar interiors, the nuclear physics of astrophysical relevance—known as nuclear astrophysics—must aim for similar precision, as such precision is not reached yet in many cases. This concerns both nuclear theory and experiment. In this paper, nuclear astrophysics experiments are put in focus. Through the example of various parameters playing a role in nuclear reaction studies, the difficulties of reaching high precision and the possible solutions are discussed.