According to a very common view, the main tenet of empiricism is the conviction that all human knowledge derives from sensory experience. But classic philosophers representing empiricism hold that mathematical knowledge is a priori. Mill intended to demonstrate that the laws of arithmetic and geometry have inductive origins. But Frege and others authors showed that Mill’s arguments were wrong. Benacerraf held that, since mathematical objects are abstract entities, they could not have any causal relationship with human beings, so they cannot be known by us. On the other hand, biology and psychology show that in animals and human creatures we can find innate behaviours, in accordance with the theory on natural selection. Experiments performed by Wynn and by other psychologists strongly support that very young babies can determine the results of simple arithmetical operations without any previous learning. We conclude that there are convincing reasons to accept the rationalist thesis about the a priori character of mathematical knowledge.