This article describes an active learning method for the teaching of physical sciences and mathematics to engineers. After defining the challenges involved in the training of engineers, we shall describe the answers provided by our method, "learning by doing" (named "Apprentissage Par l"Action" in French), by introducing four key points: real-life simulation, the management of non-success, the result requirement and the different roles of the teachers. An assessment of this experience is carried out which emphasizes the factors paramount in the success of this pedagogical innovation. Similarities between our experience and other well-known methods such as problem-based learning, problem solving and, more generally, the concept of learning by doing coined by John Dewey in his philosophy of education, are mentioned. (Contains 5 notes.)