In his reflections on freedom, Lev Shestov considered any definition of freedom insufficient, which excludes the concept of arbitrariness, causeless action. Although he raises the source of the idea of freedom as arbitrariness (an arbitrary desire of a person violating the laws of nature) to the Jewish prophets, in reality it was taken by him from the reasoning of the hero of the novel by F. Dostoevsky, “Notes from the Underground.” The article proves that in the words of his hero, Dostoevsky objects to A. Schopenhauer in the concept of which all human actions are subject to strict causal laws, and freedom refers to the transcendental act of “choosing” one’s character, which determines the actions and remains unchanged throughout life. However, recognizing the strict regularity of all phenomena (and actions) within the world, one can see the highest human freedom in the ability to arbitrarily change the world as a whole. This is precisely what the hero of Dostoevsky, “not reconciling” with the laws of nature,