This paper describes a pierced reindeer phalanx which was found in Banwell Cave and contains an account of the practical and experimental work undertaken in an attempt to ascertain whether or not this bone is an artefact. This work includes a study of the gross structure of a series of Pleistocene reindeer phalanges, the demonstration experimentally of a mechanism by which some of these objects could have been formed ’naturally’, the manufacture of whistles from modern reindeer phalanges and the determination of their effective range and their frequencies. Besides showing that the pierced phalanx from Banwell is not an artefact, the results provide guide lines for the study of other pierced phalanges, using as examples specimens from Upper Palaeolithic sites in France. The experimental work also produced circumstantial evidence to support and to extend ideas put forward by other workers on the development and use of whistles in Upper Palaeolithic times.