This article proposes an artistic approach to increase and enrich the understanding of Julia Sets. This approach includes the mathematical, the playful, the artistic and the computational dimensions. It is argued that these four dimensions are not disjointed or dissociated despite general rejection by traditional academic communities and art critics communities. Also, some significant collections of Computational Art or Computer-Generated Mathematical Art are mentioned. Four artistic creations based on Julia Sets are presented as examples using the CFDG language. Finally, an informal application of the approach was carried out and artistic production of students are presented and discussed.