This essay aims to suggest roughly the "philosophy of limits." The limits mainly refer to those of human experiences and rational thoughts. The philosophy of limits consist of three theses and two consequences(L, M). (1) The limits are necessarily supervenient in the course of searching knowledge. (2) The limits cannot be dissipated ultimately. (3) To recognize the limits is not only an intellectual recognition but also a beginning of whole personality's reaction. (L) It is a rational decision to accept the limits and leave the margins (yeoback/yeoheuck) rather than to try to remove them. (M) To leave the margins (yeoback/yeoheuck) is characteristic of being human, and enables one to harmoniously communicate with others. To justify the philosophy of limits, this essay examine the limits discussed in mathematics and philosophy: set theory, Godel's Incompleteness Theorem, Galois Theorem in mathematics; and Hume, Kant, Kierkegaard, and Wittgenstein in philosophy. I try to interpret consciousness of limits in various cultures. I claim that consciousness of the limits contribute to lucidity of human identity, communication between persons, stimulation of creative thinking.