Bell non-locality between distant quantum systems--that is, joint correlations which violate a Bell inequality--can be verified without trusting the measurement devices used, nor those performing the measurements. This leads to unconditionally secure protocols for quantum information tasks such as cryptographic key distribution. However, complete verification of Bell non-locality requires high detection efficiencies, and is not robust to typical transmission losses over long distances. In contrast, quantum or Einstein-Podolsky-Rosen steering, a weaker form of quantum correlation, can be verified for arbitrarily low detection efficiencies and high losses. The cost is that current steering-verification protocols require complete trust in one of the measurement devices and its operator, allowing only one-sided secure key distribution. Here we present measurement-device-independent steering protocols that remove this need for trust, even when Bell non-locality is not present. We experimentally demonstrate this principle for singlet states and states that do not violate a Bell inequality.