There are many formulations of this, and in the end it depends on what you call “natural” or “supernatural”, what you mean by “science”, and on the particular form of Methodological Naturalism that you hold.
Here is one formulation:
- Methodological Naturalism says that: phenomena we observe in the sciences do not have supernatural causes
- Something is in the natural world if it interacts physically with the rest of the natural world (e.g. our senses)
- Scientific experiments interact with the physical world in some way - i.e. therefore science cannot test supernatural phenomena
- So MN is tautologically true
Note on 2): this means if e.g. ghosts exist and can affect the natural world (e.g. poltergeist or what have you), then they are by definition part of the natural world and can be studied by science.