Science has become an important constitution of human civilization, and the three key elements of science are its purpose, spirit and methodology. Understanding scientific methodology is very important to the understanding and development of science. In this article, the establishment and development of scientific methodology are summarized as three giant leaps from the development of astronomy and physics, focused on several typical and monumental events, including the several recent Nobel Prizes in physics awarded to research achievements of astronomy. The three giant leaps are“from metaphysics to actual and precise science”during the ancient Greek and Hellenic Greek periods,“from observing and speculating science to experimental science”during the scientific revolution, and“from confirmation to falsification”in the modern science, respectively.