It's not a science persay... it is a social science, which includes psychology, sociology, and econ just to name a few...
"In ancient philosophy, there was no difference between the liberal arts of mathematics and the study of history, poetry or politics—only with the development of mathematical proof did there gradually arise a perceived difference between "scientific" disciplines and others, the "humanities" or "liberal arts". Thus, Aristotle studies planetary motion and poetry with the same methods, and Plato mixes geometrical proofs with his demonstration on the state of intrinsic knowledge." <--- thus according to wikipedia
Not everyone considers it a science. It is one of the 'Social Sciences', because , I've always supposed, it is treated scientifically. That is, proof and experimentation are required, wherever possible. Proof meaning that the historian must find some pictures, or letters, or other document to prove what he thinks, and must (in sociology, for example) do experiments with groups of people to prove his theories.