Does it make sense to speak of a philosophy of science in the work of the German idealist F. W. J. Schelling, despite the ambiguity of the word Wissenschaft at the time and given Schelling’s project of a philosophy of nature? I argue that Schelling does have a relatively consistent conception of science, and that his conception should not be understood solely by reference to his philosophy of nature. I show that what Schelling means by “science” is a form of knowledge based on the need to “construct” its objects, which leads him to an original conception of what an experiment is. I also show that it is necessary to distinguish between Schelling’s very early texts (1794–1795), in which science is conceived without reference to experimentation, and texts from 1797 onward in which experimentation becomes an integral part of what science is. This involves an original understanding of the experimental method, which needs to be distinguished from the Baconian tradition as well as from the German tradition exemplified by Goethe.