Nietzsche wrote in 1870 while preparing The Birth of Tragedy (1872), “Science, art, and philosophy are now growing into one another so much in me that I shall in any case give birth to a centaur one day.” The project of synthesizing philosophy, science, and art Nietzsche adumbrates here actually gets realized in The Birth of Tragedy, explaining the work’s distinctive character. It is a project whose origins lay with Friedrich Schlegel, the leading German Romantic philosopher, at the beginning of the nineteenth century. Schlegel had warded off the obvious objection to incorporating art into philosophy/science that this would falsify the latter by championing a radical general skepticism about the veracity of cognition. Nietzsche takes over this aspect of Schlegel’s project as well. Moreover, this whole project of synthesizing philosophy, science, and art in light of a radical general skepticism survives after The Birth of Tragedy to reappear in different, more refined permutations throughout Nietzsche’s later works, constituting an indispensable key both to their character – in particular, their metaphysical-epistemological framework – and to their development. The chapter concludes with an assessment of the viability of the project, especially concerning the question of whether or not the radical general skepticism on which it rests is coherent.