A method for estimating the parameters of continuous-time Lur'e systems is proposed. The method is based on the derivation of an approximate, discrete-time model, in the form of a scalar difference equation, which can directly be used for data fitting. The discretization can be obtained through any (fixed-step) integration scheme: in the paper, the performance of a simple scheme (the trapezoidal rule) and a more complex one (the Runge–Kutta rule) are compared. The method, tested on three different examples (Duffing system, an electrical circuit and Chua's circuit), proves to be capable of obtaining a rapid parameter estimation with an acceptable level of accuracy.