There is a variety of cases in nature when the action–reaction symmetry is broken. In particular, suitable conditions for this are realized in colloidal suspensions and complex plasmas. Since the first theories and simulations of the nonreciprocal effective interactions between microparticles in complex plasmas were published in 1995–1996, there have been hundreds of studies in the theoretical development of this theme. However, despite such a rich theoretical background, one of the important unsolved problems is a direct experimental determination of the nonreciprocal interparticle interaction forces. Here, we studied experimentally in detail the forces of the nonreciprocal effective interaction between microparticles suspended a radio-frequency produced plasma sheath. For this purpose, an experimental method based on an analysis of the spectral density of random processes in an open dissipative two-particle system was developed. In contrast to previous investigations, the proposed method takes into account random and dissipative processes in the system, does not require a special design of the experimental setup and any external perturbations, pre-measurements of external fields and any assumptions about the type of interaction. We found that even small charge changes of one particle, caused by its thermal motion in a wake field of another particle, can lead to a significant change in the effective (measurable) interaction between the particles.