This paper explores the relationship between operations research (OR) as practised during the Second World War and the claims of many of its proponents that it constituted an application of scientific method. It begins with an examination of the pre-war work of two of the most notable leaders in wartime OR, the British experimental physicist Patrick Blackett and the American theoretical physicist Philip Morse. Despite differences in their scientific work, each saw science as an essentially creative act relying on the skill and judgement of the individual scientist in the deployment of rational methods for the development of legitimate conclusions. When scientists began to study military operations, their investigations were defined by the technically sophisticated heuristic practices already surrounding military planning. They did not seek to replace these practices with their own rational methods. Rather, they became scholars of the military's methods and adapted their pre-war experience by shifting their self-disciplined attitude to their own work to bodies of military knowledge. Thus scientists learned so well to navigate an alien heuristic system that investigations they conducted within it took on the characteristics that they judged defined scientific work.