The very rationale, "What is philosophy?" or setting a question is as old as history, but it still goes on and it will be the never-ending topic. However, the methodology of raising a question and of answering it has different fashions as time goes on. The purpose of this paper is to demonstrate and pursue the model of Deleuze`s solution to this question. More specifically Deleuze set the question in person in his "What is Philosophy?"(1992) At the unexpected death of Guattari, this book was his last coauthorship, in which his unique characteristics of self-explication are embedded by raising a question of "What?" throughout his whole life. According to him, it is the time to set a question of "What is philosophy?" as people raise the question of "What?" As there was this question, so still is now too. In other words, philosophy forms a conception, invent it, and mold it. What we should learn from the philosophy of Deleuze is how he set a question and invented the concept to resolve it through totally unpredictable millions of concepts. The very importance of his philosophy is in here. All these things are directly involved in Deleuze`s questions of "What is Philosophy?" Finally this paper demonstrates Delueze`s own fashion of solution in connection with this through his several works.