Exoplanetary transits offer the opportunity to measure the transmission of long, tangential pathlengths through their atmospheres. Since the fraction of the observed stellar light taking these paths is very small, transit photometric and spectrophotometric measurements of light curves require very high levels of measurement stability, favouring the use of intrinsically stable space telescopes. By studying the Rossiter–McLaughlin effect on the radial velocity of the transited star, pure, high-precision radial velocity measurements can be used to estimate the changes in planetary atmospheric transmission with wavelength: a promising method for future studies of small planets with very large ground-based telescopes since it removes the requirement for extreme photometric stability. This article describes a successful feasibility experiment using the HARPS instrument to measure reflected moonlight during the penumbral phases of a Lunar eclipse, effectively providing an observation of an Earth transit.