There are many novel quantum phenomena in strongly correlated electronic materials. How to understand and characterize them has always been one of the central topics in condensed matter physics. The DFT+DMFT electronic structure calculation method is considered to be the most powerful and promising method for studying strongly correlated electronic materials, which combines the first-principles electronic structure calculation based on the density functional theory (DFT) and the dynamical mean field theory (DMFT). Nevertheless, the DFT+DMFT calculation method now suffers the sign problem with its quantum Monte Carlo impurity solver, which seriously hinders the development and application of DFT+DMFT. On the other hand, the quantum renormalization group (RG) procedure is one of the most important and accurate approaches for studying interacting many-electron correlated systems, upon which we propose a new concept in the framework of natural orbitals so that we can generalize the RG into general orbital space, namely natural orbitals renormalization group (NORG). We show that the NORG takes a polynomial rather than exponential computational cost in the number of electron bath sites to solve the low-energy states of a quantum impurity model. Moreover, the NORG can work on a quantum impurity model with any lattice topological structure. Actually, the effectiveness of the NORG is basically irrespective of a model's topological structure. Thus, the NORG is naturally appropriate for studying quantum cluster-impurity model. This makes the NORG be a natural impurity solver to dynamical mean field theory.