The present paper deals with the life and some aspects of the scientific
contributions of the mathematician Ren\'e Gateaux, killed during World War 1 at
the age of 25. Though he died very young, he left interesting results in
functional analysis. In particular, he was among the first to try to construct
an integral over an infinite dimensional space. His ideas were extensively
developed later by Paul L\'evy. Among other things, L\'evy interpreted
Gateaux's integral in a probabilistic framework that later contributed to the
construction of the Wiener measure. This article tries to explain this singular
personal and professional destiny in pre- and postwar France
