We discuss epistemological and methodological aspects of the Bayesian approach in astrophysics and cosmology. The introduction to the Bayesian framework is given for a further discussion concerning the Bayesian inference in physics. The interplay between the modern cosmology, Bayesian statistics, and philosophy of science is presented. We consider paradoxes of confi rmation, like Goodman’s paradox, appearing in the Bayesian theory of confirmation. As in Goodman’s paradox the Bayesian inference is susceptible to some epistemic limitations in the logic of induction. However, Goodman’s paradox applied to cosmological hypotheses seems to be resolved due to the evolutionary character of cosmology and the accumulation of new empirical evidence. We argue that the Bayesian framework is useful in the context of falsifiability of quantum cosmological models, as well as contemporary dark energy and dark matter problem.