We discuss the meaning and heuristic role of Natural History in theoretical thinking and hypothesis formulation in biology. Through this considerations, we support the validation of the use of a specific methodology in the field of historical natural sciences, in general. We begin by examining critically the general methodological principles that guide research in historical natural sciences, in contrast with the experimental biological sciences. We examine actualism, a fundamental principle in the studies of the past that validates the use of contemporary analogs and retrodictions. We discuss briefly some of the methods commonly used in historical research, like pattern iteration from different series of paleoecological evidence (proxy data), the correlative evidences that enables the reconstruction of palaeoecological conditions in time series. We also discuss the principle of common cause in historical judgment and interpretation of past events, over the basis of a temporarily asymmetric causality (asymmetry of overdetermination). This causality justifies historical inferences (postdictions), in contrast with prediction. In the second part of this work, we consider the specific questions of the Natural History of organisms. We briefly introduce the concepts of self-organization and structural coupling of organisms-living space, heuristic ideas that validate the use of specific concepts and methodologies in the study of living beings (adaptation, homology, analogy, structural anomaly, disjunction, etc.), in research in development and morphology, as well as in systematics, phylogeny, paleontology, ecology, evolution, and biogeography. Finally, we highlight the importance of methodological diversity in historical natural sciences as a contribution to the contemporary debate over the validity of the field of Natural History.