In this article the author tries to consider philosophical views of Schopenhauer and Jaspers within the one field of inquiry. As an example of such field of inquiry there was chosen a question “why is there anything at all rather than nothing whatsoever”. The author suggests that both thinkers emphasize on existential aspect of this question rather than theoretical one, thus refuse the historically rooted rational approaches to it. Both of the thinkers are convinced that such scientific approaches can neither give the right answer to this question, nor put it properly. Considering it from the existential point of view Schopenhauer and Jaspers appeal to the direct experience of human existence instead of the logical and argumentative strategies and right in this experience they found the ultimate reason of being.