The article consistently examines the issues of the influence of Kantian philosophy on the development of philosophical schools and trends in Russia, the interrelations between Russian culture and the so-called "Silver Age" with the preferences related to religious problematics in the studies by Russian thinkers, and the special relevance of the problem of the correlation between faith and knowledge for the representatives of Russian Neo-Kantianism. Based on the analysis of the works by the leading representatives of Russian Neo-Kantianism such as A. Vvedensky, S. Hessen, and V. Sezeman, the article reveals that Russian Neo-Kantianism demonstrates the methodological productivity of faith, though denying its meaningful completeness. It remarks the evolution of Russian Neo-Kantians from frequently denying metaphysics to accepting it as a "regulatory" principle.