Overview
In computing, native software or data-formats are those that were designed to run on a particular operating system. In a more technical sense, native code is code written specifically for a certain processor. In contrast, cross-platform software can be run on multiple operating systems and/or computer architectures.
For example, a Game Boy receives its software through a cartridge, which contains code that runs natively on the Game Boy. The only way to run this code on another processor is to use an emulator, which simulates an actual Game Boy. This usually comes at the cost of speed.
Applications
Something running on a computer natively means that it is running without any external layer requiring fewer software layers. For example, in Microsoft Windows the Native API is an application programming interface specific for the Windows NT kernel, which can be used to give access to some kernel functions, which cannot be directly accessed through a more universal Windows API.
Operating systems
Used to denote either the absence of virtualization or virtualization at its lowest level. When various levels of virtualization take place, the lowest level operating system—the one that actually maintains direct control of the hardware—is referred to as a "Native VM," for example.
From Wikipedia (CC BY-SA 4.0).