Archimedes calculated the centre of gravity of the cone but the proof of this theorem is not extant in his works. Knorr made a reconstruction of this proof utilizing geometrical arguments. This paper proves this theorem by means of a physical demonstration utilizing the law of the lever, and by adapting from Archimedes the method of mechanical theorems that he described in his letter to Eratosthenes. (Contains 8 figures and 1 footnote.)