In this work, we outline a methodological analogy between cognitive sciences and physics regarding the use of models and the synthetic method. Beginning with brief historical remarks on ‘the discovery of the artificial’ (as defined by Roberto Cordeschi) in early 20th century behavioral sciences and the methodological turning point in statistical physics at the same time, we demonstrate that the ‘envy’ for the use of analytical theories in the exact sciences—often referred to as physics envy—which has significantly influenced the development of psychology and the sciences of human behavior, is ultimately unfounded. Finally, we use this ‘overcoming’ of the physics envy, along with some brief considerations on notable 20th century theoretical results related to ‘limitation’ of computability and complexity, to demonstrate how cognitive sciences —like the natural sciences— must necessarily rely on models and simulations. This necessity arises from the inherent complexity of the systems under study, which precludes their treatment in analytical and exact terms.