Meaning of Natalia. Italian name. In Italian, the name Natalia means-born on christmas. Other origins for the name Natalia include-Italian, Spanish.The name Natalia is most often used as a girl name or female name.Italian Name Meaning-born on christmas.n Italian, the name Natalia means-born on christmas. Other origins for the name Natalia include-Italian, Spanish.The name Natalia is most often used as a girl name or female name. Italian Name Meaning-born on christmas.