The article presents a study of the views of Lev Shestov on the problem of the absurdity of faith as the quintessence of the inner life of the individual. L. Shestov applies the category of absurdity to the knowledge of God, the living person and the world. The article analyzes the work of Job as a conceptual character in the works of L. Shestov. This analysis allows us to show the absurd as a condition for the experience of a genuine existence. Absurdity appears as a renewal of the experience of the individual’s own beginning, where faith destines a person to the knowledge of the unknown and to “staying in the unknown”.