My main aim in this chapter is to clarify Nietzsche’s approach to the relationship between philosophy and the natural and physical sciences. I focus on Nietzsche’s free spirit writings. I begin by showing that Nietzsche’s free spirit project requires the development of a new type of philosophers who can experiment, and who will therefore be able to create and legislate new values. I suggest that the experimentation requirement entails a relationship of dynamic co-constitution between philosophy and the sciences, in which philosophy and the sciences act as partners in a continuous process of experimentation. I claim that adopting this approach to understanding the relationship between philosophy and the sciences in Nietzsche’s free spirit writings strengthens the case for an aesthetic naturalist interpretation of the relationship between philosophy and the sciences in Nietzsche. I also claim that this approach helps to explain why Nietzsche makes both positive and negative remarks about the natural and physical sciences in his free spirit writings, and why his position is consistent.