Too many history students struggle with the citation practices that are central to the historical method. They document their sources incorrectly--or not at all--and do not know what to do with the footnotes and endnotes they encounter in the scholarly texts they read. This article describes the "Follow the Footnote" exercise, which serves multiple pedagogical purposes, all of which are valuable to history instructors and instructional librarians. The general outline of the exercise is simple: students spend a class session in the library with a scholarly article or chapter that they have already read, focusing their attention on the text's footnotes (or endnotes); they hunt down physical and digital copies of the sources cited; and finally, they analyze and debate the connections between the author's claims and the evidence for those claims, first in small groups and then as a class. The exercise introduces students to a range of valuable historical-research skills in a low-stakes environment open to questions and discovery. It acquaints them with the language and practice of citation so they can become better readers of scholarly work.