One of the best-known aspects of Adolfo Levi’s theoretical reflection is certainly his suffered skepticism, of which he provided an enlightening example in Sceptica (1921). The article aims to go to the roots of this philosophical attitude, finding its first traces within the writings and correspondence dating back to the period in which Levi lived in Florence and then in Rome (1899-1903), where he came into contact and he frequented two important figures of twentieth-century Italian culture: Giovanni Papini and Giuseppe Prezzolini. In particular, the letters that Levi sent to the latter, now stored in the Biblioteca Cantonale di Lugano, allow us to follow the philosopher’s first theoretical experiences and to reconstruct his relationships with the environment of the «Leonardo».