On 25 July 1902, at Cetinje, Natalija was married to Prince Mirko Petrović-Njegoš of Montenegro, Grand Duke of Grahovo and Zeta, the second eldest son of Nicholas I of Montenegro.
As Natalija was the granddaughter of Princess Anka Obrenović, who had been assassinated in Belgrade on 10 June 1868 along with her cousin, Mihailo Obrenović III, the Serbian government promised that in the event of King Alexander Obrenović dying childless, Mirko would be proclaimed Crown Prince of Serbia.