Artificial Intelligence (AI) systems are becoming increasingly widespread and exert a growing influence on society at large. The growing impact of these systems has also highlighted potential issues that may arise from their utilization, such as data privacy issues, resulting in calls for ethical AI systems. Yet, how to develop ethical AI systems remains an important question in the area. How should the principles and values be converted into requirements for these systems, and what should developers and the organizations developing these systems do? To further bridge this gap in the area, in this paper, we present a method for implementing AI ethics: ECCOLA. Following a cyclical action research approach, ECCOLA has been iteratively developed over the course of multiple years, in collaboration with both researchers and practitioners.