Lebesgue's approach to integration was summarized in a letter to Paul Montel. He writes:
I have to pay a certain sum, which I have collected in my pocket. I take the bills and coins out of my pocket and give them to the creditor in the order I find them until I have reached the total sum. This is the Riemann integral. But I can proceed differently. After I have taken all the money out of my pocket I order the bills and coins according to identical values and then I pay the several heaps one after the other to the creditor. This is my integral.
Siegmund-Schultze, Reinhard (2008), "Henri Lebesgue", in Timothy Gowers, June Barrow-Green, Imre Leader, Princeton Companion to Mathematics