We prove a Weyl Harish-Chandra integration formula for the action of a reductive dual pair on the corresponding symplectic space W. As an intermediate step, we introduce a notion of a Cartan subspace and a notion of an almost semisimple element in the symplectic space W. We prove that the almost semisimple elements are dense in W. Finally, we provide estimates for the orbital integrals associated with the different Cartan subspaces in W.