In this research, we introduce interpretable Siamese Neural Networks (SNN) for similarity detection to the field of theoretical physics. More precisely, we apply SNNs to events in special relativity, the transformation of electromagnetic fields, and the motion of particles in a central potential. In these examples, these SNNs learn to identify datapoints belonging to the same events, field configurations, or trajectory of motion. It turns out that in the process of learning which datapoints belong to the same event or field configuration, these SNNs also learn the relevant symmetry invariants and conserved quantities. These SNNs are highly interpretable, which enables us to reveal the symmetry invariants and conserved quantities without prior knowledge.