After presenting the general state of the field regarding Nietzsche and skepticism in specialized studies, I explain why it is essential to contextualize this topic through a comparative analysis of Human, All Too Human and Beyond Good and Evil. Both books raise the issue of skepticism in relation to the possibility of knowledge, the end of metaphysics, and the problem of values. Nietzsche seeks to overcome epistemological skepticism by means of an alliance between philosophy and history in the so-called intermediate books Daybreak and The Gay Science, and then concludes in Beyond Good and Evil that skepticism is a good instrument in the pursuit of knowledge and of that which has value, and that precisely skepticism, as an instrument, is essential for philosophy, which is nonetheless responsible for not being skeptical about what has value.