The aim of this thesis is a comparative analysis of Nietzsche's philosophy and Gotama Buddha's doctrine, including, also, some reviews of the Buddhist philosophy after the Buddha. The whole first part is about Nietzsche and his attitude towards the entire European philosophy before him, which is essentially negative, although he finds the origins of his own philosophizing in Heraclitus' thought. Nietzsche anticipates the European nihilism, because the old values are no longer valid, and the society is not sophisticated enough to establish the new ones. Similarly, the Buddha refers to his own tradition, considering one of the main misconceptions of the Indian thought to be a belief in the permanent self, i.e. soul. The core of the Buddha's teaching includes the doctrine of the four noble truths and the noble eightfold path leading to the cessation of suffering. The Buddha's teaching culminates in exposing the nature of the world as emptied, i.e. whose basis is a void, and in a liberation from the samsāra's circle of rebirth. In the third part, we brought the basic Nietzsche's and Buddhist theories into a relationship in view of their attitudes towards suffering, which is manifested in Nietzsche's thought as amor fati, and in Buddhism as overcoming of suffering, i.e. the realization of nirvāṇa. In addition, we examined their relationship with the world, and the reasons for disgust upon it. The appendix is a kind of a contribution to the comparative philosophy, where we defended the equal importance of understanding both eastern and western philosophy, as well as the importance of modernity and actuality of the big philosophers from the past, and showed why it is important to strive towards the universal philosophy.