Our experience hitherto justifies us in trusting that nature is the realization of the simplest that is mathematically conceivable. I am convinced that purely mathematical construction enables us to find those concepts and those lawlike connections between them that provide the key to the understanding of natural phenomena. Useful mathematical concepts may well be suggested by experience, but in no way can they be derived from it. Experience naturally remains the sole criterion of the usefulness of a mathematical construction for physics. But the actual creative principle lies in mathematics. Thus, in a certain sense, I take it to be true that pure thought can grasp the real, as the ancients had dreamed.

from On the Method of Theoretical Physics, p. 183. The Herbert Spencer Lecture, delivered at Oxford (10 June 1933). Quoted in Einstein's Philosophy of Science

Einstein's Philosophy of Science (Stanford Encyclopedia of Philosophy)[plato.stanford.edu]