An article by T. Rockmore, published in the journal “Epistemology and Philosophy of Science” in 2009 (Vol. XXII. No. 4, pp. 14‒29), claim that naturalism is by its nature an example of anti-Kantianism, for it treats philosophy as a continuation science and recognizes science as a legitimate source of knowledge, does not allow a priori, relies on an a posteriori approach, empiricism in the pre-Kantian sense, and insists on the possibility of revising the knowledge acquired. This article has a goal to show that T. Rockmore point of view should be revised due to the progress of modern cognitive research and, first of all, neuroscience, in which all the features of the naturalistic approach are implemented and in which the “Kantian program” of brain research is developed. In the context of this program, the existence on the ontological level (i.e., in the brain) of certain neural structures that make it possible and play a crucial role in the cognitive activity of a person is recognized. Those concepts that Kant treated as components of cognitive activity in modern neuroscience acquired ontological status in the form of the activity of certain neural structures, which turn out to be prerequisites and components of this activity. We claim that in the context of the Kantian research program in neuroscience, the metaphor “Kantian brain” naturally entered the vocabulary of neuroscientists, and certain specific operations and functions of the brain began to be associated with individual elements of Kant's ideas. It is in this context attempts are made to comprehend the mechanisms of the brain in the “stimulus – activity” mode, when an external effect leads to the excitation of certain neural structures. The brain is capable to anticipate the long-term results of certain actions of the subject. In the case of foresight, the brain generates “internal” models and uses for their correction external data that constantly provided from reality across the subject. At the same time, some kind of self-correcting mechanisms implements, which from a formal point of view described by the Bayes theorem, using a priori evaluations of upcoming events and changes in these evaluations as result of experience. Thus, naturalism and Kantianism understood in the context of the progress of modern science, despite T. Rockmore idea, are completely compatible.