Robots and inertial measurement units (IMUs) are typically calibrated independently. IMUs are placed in purpose-built, expensive automated test rigs. Robot poses are typically measured using highly accurate (and thus expensive) tracking systems. In this paper, we present a quick, easy, and inexpensive new approach to calibrate both simultaneously, simply by attaching the IMU anywhere on the robot’s end-effector and moving the robot continuously through space. Our approach provides a fast and inexpensive alternative to both robot and IMU calibration, without any external measurement systems. We accomplish this using continuous-time batch estimation, providing statistically optimal solutions. Under Gaussian assumptions, we show that this becomes a nonlinear least-squares problem and analyze the structure of the associated Jacobian. Our methods are validated both numerically and experimentally and compared to standard individual robot and IMU calibration methods.