Natural Bridge is a hamlet and census-designated place (CDP) in Jefferson County, New York, United States. As of the 2010 census it had a population of 365.

Jefferson County is a county on the northern border of the U.S. state of New York. As of the 2020 census, the population was 116,721. Its county seat is Watertown. The county is named after Thomas Jefferson, third President of the United States of America. It is adjacent to Lake Ontario, southeast from the Canada–US border of Ontario. The county is part of the North Country region of the state.