Discovering causal relationships requires controlled experiments, but experimentalists face a sequential decision problem: each intervention reveals information that should inform what to try next. Traditional approaches such as random sampling, greedy information maximization, and round-robin coverage treat each decision in isolation, unable to learn adaptive strategies from experience. We propose Active Causal Experimentalist (ACE), which learns experimental design as a sequential policy. Our key insight is that while absolute information gains diminish as knowledge accumulates (making value-based RL unstable), relative comparisons between candidate interventions remain meaningful throughout. ACE exploits this via Direct Preference Optimization, learning from pairwise intervention comparisons rather than non-stationary reward magnitudes. Across synthetic benchmarks, physics simulations, and economic data, ACE achieves 70-71% improvement over baselines at equal intervention budgets (p < 0.001, Cohen's d ~ 2). Notably, the learned policy autonomously discovers that collider mechanisms require concentrated interventions on parent variables, a theoretically-grounded strategy that emerges purely from experience. This suggests preference-based learning can recover principled experimental strategies, complementing theory with learned domain adaptation.