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In this study we make an attempt to examine the will-intellect relationship which plays a significant role in determining different aspects of A. Schopenhauer’s philosophy. These notions, will and intellect, don’t have a univocal meaning in the system of the German thinker. On the one hand, the will is considered to be the metaphysical substance, single, blind and incognizable, on the other hand, it is a phenomenon of the world of representation, will-to-live, the objectification of the primary will. Similarly, the notions of self-consciousness, reason and intellect seem to be rather complicated. They are the elements of cognition and, at the same time, the distinct phenomena of the objectivized world with their own particular functions. Contrary to the dominating rationalist tradition of the time, A. Schopenhauer postulates the primacy of the will over the intellect. According to his views, the will is the ultimate reality and the intellect only is a manifestation of this primary metaphysical will in the phenomenal world, the function of the physical brain. The establishing of will-intellect relationship changes on the different stages of the philosopher’s arguments. This fact allows the researchers to distinguish several patterns in the relationship between the will and the intellect. Such multiplicity seems to break the consistency of A. Schopenhauer’s philosophical system and is seen as paradoxical by some of his works researchers. A. Schopenhauer’s appreciation of philosophical ideas of the Orient, in particular Indian Upanishads, can give us the key to the possible understanding of the complicated doctrines of his philosophy. The ideas of ancient Indian philosopher Sankara may well serve this goal. These ideas were presented in his Advaita Vedanta and dealt with the ultimate reality, which exists beyond the human understanding, and the illusory world of representations; they reflect possibility of rational and intuitive cognition of the real and phenomenal worlds. The benefits of this study lie in better understanding of A. Schopenhauer’s profound ideas and the deep connections between his views and Indian philosophy.