Abstract : Taking an interest in the notion of dream in Nietzsche's work is making an investigation of his philosophy and his psychology of depths by a central axis. Indeed, even though his philosophy has been extensively detailed by many commentators, and even if they all make reference to instincts, because it is a matter which can hardly be ignored in our author, few of them have tried a detailed analysis of Nietzsche's dream. The dream has got heuristic function in Nietzsche's philosophy. It is the starting point of many meditations (and because of this diversity our analysis does not purport to be exhaustive). It seems to be, as an experience of thinking, a crucial event for its philosophical construction. Indeed, in Nietzsche's work is found a constant application throughout his life, to the study of dreams and its workings. With this one, lights can be made on how subterranean civilizations have been edified, as much as gaming instincts that, according to Nietzsche, we are and which are the medium through which it is to think and experience the world, that is to say imagine it. It is, for Nietzsche the philologist, an axis to understand Ancient Greece. It is also, for the mature Nietzsche, the occasion of a foundation in the archaic civilization of the metaphysic world, that is to say a split in the world. The analysis of the workings of dream interpretation and the production of the becoming world of the dream serves as a model to think about the process of interpretative daily activity. The dream fragments, but also reconstructs, the reality "experienced" during the day. It just questions the "too human" process of knowledge. It makes the interpretation of our interpretations and considers itself as an "appearance of appearance" that keeps attempting man by his "logic of error" and his playing which is both scary and reassuring.