In this paper we deliberate on the second-order nature of experiences in games, and contemplate around the epistemological and methodological challenges it creates for design researchers. Role of design research in game studies is examined and re-examined, to arrive at the proposition that design research in games should study experiences in relation to the game rules. Overall, the paper aims to initiate and expand a discussion around the approaches and methods which can further the epistemological imagination and methodological wherewithal.