In this paper, we tackle the contribution that history of science can make to the problem of rule-choice, i.e., the choice from among competing methodological rules. Taking our cue from Larry Laudan’s writings, we extensively discuss what we call historicist naturalism, i.e., the view that history of science plays a pivotal role in the justification of rules, since it is one source of the evidence required to settle methodological controversies. As we illustrate, there are cases of rule-choice that depend on conceptual considerations alone, and in which history of science does not factor. Moreover, there are cases in which methodological change is prompted – and explained – by empirical information that is not historical in nature: as suggested by what we call scientific naturalism, the justification of methodological choices comes from our knowledge of the structure of the world, as expressed by our currently accepted scientific theories. As we argue, due to its backward-looking character, historicist naturalism does not satisfactorily deal with the case of newly introduced rules, for which no evidence concerning their past performance is available. In sum, we conclude, the contribution that history of science can make to rule-choice is more modest than Laudan suggests.