Naturalism is an approach to the world phenomena from perspective of natural sciences. This approach avoids any kind of a priori philosophy and, in general, any alleged knowledge of what is supernatural. In ontology, epistemology and methodology, naturalism by no means relies on metaphysics or any kind of knowledge beyond the framework of empirical sciences neither on any method and criterion except scientific methodology and criteria. Naturalism, in one of its readings, considers philosophy as a branch of empirical science or a field of enquiry within the framework of such a science. Penelope Maddy’s works on naturalism, especially in philosophy of mathematics which this thesis intends to expound, are the continuation of Quine’s works. Quine, as a prominent naturalist philosopher, is the propounder of effective and thorough theories regarding naturalism, realism and other relevant areas. Unlike the past philosophers and epistemologists, he does not seek any basis, for empirical sciences, stronger than science, so that he always relies on findings of empirical sciences. Penelope Maddy starts from Quine’s naturalism and, in response to the questions posed by other naturalists in philosophy of mathematics, looks for a fundamental method, emphasizing on the set theory as a crucial basis in her arguments. Maddy believes that if a conflict arises between philosophical explanation and successful mathematical practices, it is philosophy that should retreat from its position. Neither philosophy nor science can annul or change methodological principles of mathematics, both science and philosophy being meta-mathematical trials for mathematics. Maddy’s important achievement in naturalistic philosophy of mathematics is heterogeneous naturalism to which he referred as the Second Philosophy. She recommends only mathematical methods and issues, and believes that other disciplines are not in the position to be able to criticize mathematics.