In his Remarks on the Foundations of Mathematics, Wittgenstein claims, puzzlingly, that 'the proof creates a new concept' (RFM III-41). This paper aims to contribute to clarifying this idea, and to showing how it marks a major break with the traditional conception of proof. Moreover, since the most natural way to understand his claim is open to criticism, a secondary goal of what follows is to offer an interpretation of it that neutralizes the objection. The discussion proceeds by analysing a well-known geometrical proof.