Natália Azevedo Gaudio (born 18 December 1992) is a Brazilian individual rhythmic gymnast.

At 8 years of age she was the runner-up in the All-around rhythmic gymnastics in the state of Espirito Santo, Brazil.

On August 19–20, Gaudio competed at the 2016 Summer Olympics held in Rio de Janeiro, Brazil.

She finished 23rd in the rhythmic gymnastics individual all-around qualifications and did not advance into the top 10 finals.

In 2019, Gaudio competed at the 2019 Pan American Games in Lima finishing 3rd in the all around, qualifying for the hoop, clubs and ribbon finals.