The subject of the article is interpenetrating of the bond between music and philosophy. Employing both the methods of aesthetics and the theory of music has made it possible to take a multidimensional approach to the problem, and to use many examples equally from music and philosophy. The chapter 'Philosophy in Music' demonstrates the degree to which musicians use their 'philosophising' in their creative work. The example used is a composition with a musical narrative on the subject of general ideas: Richard Strauss's 'Thus Spoke Zarathustra'. A Symphonic Poem, Freely Based on Nietzsche, for Grand Orchestra, op. 30. The article reveals some of the devices used by the composer to express, through music, such ideas as the 'theme of Nature', the 'theme of the Spirit' and the joyful 'Dancing Song'. On the other hand, the chapter 'Musical Aspect of Philosophy' demonstrates, using an example from philosophy (S. Kirkegaard''s treatise 'Fear and Trembling'), the degree of 'musicality' in a philosophical work. It is, in a sense, a 'philosophical poem', analogous to a musical poem. We find in it such features as dominance of irrationality over rationality, a structure which has much in common with musical variations, a significant influence of individualism rather than objectivism, and a tendency towards asemanticity.