Gaston Milhaud (1858–1918) was a French modern philosopher, who, having started from mathematics, came to philosophy (especially epistemology) and history of science. His works on the history of science were devoted to Greek science and modern science. Milhaud in his papers claimed that important concepts and principles of science (in different disciplines) result from decisions that simultaneously transcend both experience and logic. He emphasized the role of free creation and activity of the mind. The author discusses central problems of Milhaud’s thought, especially the problem of the relationship between science and philosophy.