Nietzsche has lost any romantic ideas about the process of creativity. Each act of creativity is related to specific surroundings and specific circumstances. There is no way for creation ex nihilo. An important creative activity in late Nietzsche is the project of a Revaluation of All Values. It wants to withdraw the revaluation of archaic, ancient values which has been caused by Judaism, Platonism and Christianity. So Nietzsche's revaluation has to destroy the values of slave morality. But what is the constructive effect of this presumably creative process of revaluation? What kind of values can be created without causing new heteronomy - heteronomy which denies creativity? Nietzsche turns out to be the advocate of a particular scepticism which enables creativity. A creative scepticism as an experimental philosophy.