The article analyzes the fundamental difference between the “sciences of nature” and the “sciences of the spirit” revealed in Neo-Kantianism both in the subject and in the method. Whereas the “sciences of nature” tend to cognize the truth, the “sciences of the spirit” are meant to comprehend and create values; while the former use mathematics as the universal method of cognition, the latter apply hermeneutics as the art of comprehending other spiritual worlds. The complexity of the sciences of the spirit, their experimental nonverifiability, evaluativity, and moral concern are highlighted. The concept of freedom which appears in social and humanitarian knowledge and the presence of which makes both the behavior of a creative personality and the development of society unpredictable is particularly distinguished.