The aim of this paper is to present and discuss the philosophical views concerning mathematics of the founders of the so called Warsaw Mathematical School, i.e., Wacław Sierpiński, Zygmunt Janiszewski and Stefan Mazurkiewicz. Their interest in the philosophy of mathematics and their philosophical papers will be considered. We shall try to answer the question whether their philosophical views influenced their proper mathematical investigations. Their views towards set theory and its rôle in mathematics will be emphasized.