This article is dedicated to basing a new current of philosophy – existential axiology. The nature of this theory involves the understanding of values as responses of a person to key existential challenges: death, solitude, dependence of the nature and the society, etc. Value is the striving of a human to clarify the meaning and significance of our existence, it is an act of freedom, expression of subjectivity because it’s based on our personal experience and preference. We regard values as meaningfully-significant purposes of existence, that are a special type of information, reflecting the originality of the subject and expressing the most significant longing for his own self-perfection. The sense and importance of information take effect in the programming of the psychic phenomenon and processes. Values express the maximum amount of information about the subject and emerge in the world as his highest manifestation. Since the variety in the human world is very great, axiological picture of the world will always be plural.