This article centers on three questions: 1)Does Marx really have ideas concerning philosophy of science, which we can call as Marx's philosophy of science? 2)How to construct Marx's philosophy of science? 3)What are the unique characters of Marx's philosophy of science? What is its importance to the development of contemporary philosophy of science? The conclusions are: Marx indeed had philosophy of science; we should build up Marx's philosophy of science in view of contemporary philosophy of science and Marx's original works; the main position of Marx's philosophy of science is against positivism, insisting on the combination of empiricism and rationalism. Concretely, Marx was a demarcationist of holism; he admitted that science has unique methods; Marx supported scientific realism, believing the truth in scientific theories; he held natural science should be combined with humanities; and social sciences have their own laws. Marx's philosophy of science is important to the development of philosophy of science.