It is sometimes suggested that Collingwood's philosophy of history is decidedly anti-naturalist and argues for a complete separation between history and the natural sciences. The purpose of this paper is to examine this suggestion and to argue that Collingwood's conception of the relationship between history and natural sciences is much more subtle and nuanced than such a view would allow for. In fact, there is little in Collingwood to offend contemporary naturalistic sensibilities reasonably construed. The impression that Collingwood's views are incompatible with naturalism stems, in part, from an overly Kantian interpretation of the idea of rationality, as applied to historical agents, in terms of transcendentally fixed norms. This difficulty, however, does not arise if we opt for a more Hegelian interpretation of rationality in terms of continuity in thought, which Collingwood himself seemed to favor. Examining Collingwood's pronouncements on these topics leads one to the conclusion that, while objecting to the excesses of early naturalism, Collingwood saw no insurmountable obstacles to the reconciliation of science and history and their potential collaboration in some areas.