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Among the many extraordinary activities of Leonardo da Vinci there are a few examples when he confronts himself with physical phenomena that he tries to explain. However, the studies of physical laws by Leonardo does not seem to be motivated by the interest in Physics itself but rather by the explanation of phenomena entering in his activity of artist, engineer and observer of nature. Nevertheless it is surprising that the renaissance genius is able to enunciate the paradigm of modern experimental science as later established by Galileo and Newton. In the present note, after having reviewed some of the most spectacular intuitions by Leonardo in the field of physics, we try to verify to which extent he applies the scientific methodology, he so well enunciates, to the study of physical laws. Among the very extensive production of Leonardo we chose to analyze in detail the studies on friction and on hydrodynamics since these are the subjects that he pursued with more continuity and method.