In my article, I reconstruct and compare the concepts of the world in Kant, Husserl and Heidegger. I state that this concept had both cosmological and moral senses already in the philosophy of Kant. The concrete correlation of these senses remains undefined enough here. I think that it could be in the grounding of the world in a cosmological sense on the noumenal moral world as corpus mysticum of rational beings. Furthermore, I argue that there is a certain analogy between Kant’s idea of grounding of the world in its cosmological sense on the world in its moral sense and Husserl’s idea of grounding of the so-called ‘objective nature’ and other higher levels of being as well on the intersubjectivity of intermonadic community. In this regard, I put on a question of the possibility of an ethical background of the problem of intersubjectivity as metaphysical basis of objectivity of ‘objective nature’ in Husserl. Also, it is shown here that the problem of intersubjectivity is recognized as a non-issue (Scheinproblem) in the phenomenology of Heidegger. Moreover, he transforms the traditional concepts of the world into its existential concept, which could be treated as a common source of both cosmological and moral senses of the world.