Methodological naturalism is one of the principles that scientists operate under. Methodological naturalism (MN) is an approach to studying the world that involves only considering natural causes and explanations. Some of the common reasons given for the MN approach is that it goes with observation, experimentation, verification, etc. Supernatural causes or explanations do meet this standard so they are left out.

For Debate:
Should scientists limit themselves to studying the natural?
 
Should scientists limit themselves to studying the natural?
I don't accept that scientists should limit themselves to the natural. One reason is because there are a lot of unnecessary assumptions made about the supernatural. If we take some of them out then it would make the supernatural better suited for science. For instance, not all supernatural phenomenon are the same. Some are said to involve nonphysical beings or activity but other times it does not. The latter class is observable. For instance, Jesus walking on water would be an observable event. Jesus's post-mortem appearances would be an observable event.

Also, we're accustomed to the supernatural being looked at as magic or some fairy-tale anything-can-happen world, but that is not necessarily true. It's very possible for the supernatural to operate under laws. If it operates under laws then there is an order to it. It can be understood, we can make predictions, etc.