The article is devoted to the biography and creativity of the Russian religious existential thinker Lev Shestov. The article reflects the main stages of the philosopher’s philosophical evolution: it analyzes the sources of his work, the circle of the closest to Shestov thinkers and philosophers, it examines the reasons of the transformations of his views that forced philosopher to overcome the ethical and take the path of philosophy of tragedy and immoralism, it traces his creative evolution from populism to Nietzscheanism and religious philosophy of the existential type. The author of the article analyzes the changes of Shestov’s ethical understanding, his vision of philosophy and the idea of humanism and his attitude to the personality and heritage of F. Nietzsche. The article discusses the basic concepts of his teaching: tragedy, the living God, faith, reason, sin, boldness, “vsemstvo”, death, speculation, etc. It traces the connection with European intellectuals and emphasizes Lev Shestov’s contribution to Western culture.