Despite the success of large language models (LLMs), the task of theorem proving still remains one of the hardest reasoning tasks that is far from being fully solved. Prior methods using language models have demonstrated promising results, but they still struggle to prove even middle school level theorems. One common limitation of these methods is that they assume a fixed theorem library during the whole theorem proving process. However, as we all know, creating new useful theorems or even new theories is not only helpful but crucial and necessary for advancing mathematics and proving harder and deeper results. In this work, we present LEGO-Prover, which employs a growing skill library containing verified lemmas as skills to augment the capability of LLMs used in theorem proving. By constructing the proof modularly, LEGO-Prover enables LLMs to utilize existing skills retrieved from the library and to create new skills during the proving process. These skills are further evolved (by prompting an LLM) to enrich the library on another scale. Modular and reusable skills are constantly added to the library to enable tackling increasingly intricate mathematical problems. Moreover, the learned library further bridges the gap between human proofs and formal proofs by making it easier to impute missing steps. LEGO-Prover advances the state-of-the-art pass rate on miniF2F-valid (48.0\% to 57.0\%) and miniF2F-test (45.5\% to 50.0\%). During the proving process, LEGO-Prover also generates over 20,000 skills (theorems/lemmas) and adds them to the growing library. Our ablation study indicates that these newly added skills are indeed helpful for proving theorems, resulting in a 4.9\% improvement in success rate