Newton devoted some pages of his Opticks to describing an analogy between the color spectrum and the musical scale. Furthermore, in manuscripts penned in the 1690s, the so-called Classical Scholia, he claimed that Pythagoras had used a musical analogy in order to express knowledge of a heliocentric planetary system governed by universal gravitation. On this basis, historians of music and of mathematics have lately claimed that Newton endorsed myths concerning the harmony of the world typical of the neo-Pythagorean tradition. This claim is here critically examined.