Most outdoor grills are designed to burn propane fuel, but homeowners are now looking for outdoor grills that burn natural gas since it's cheaper and safer.
Most grill manufacturers offer special burners and valves that use natural gas, though you'll need to order them specially. Since natural gas burns cooler than propane, the burner orifices and valves that come with natural gas grills are larger to allow the flow of a larger gas volume. You should never use propane valves to burn natural gas without an approved conversion.
Some online instructional articles and videos explain how to bore propane burners and valves to make your grill suitable for natural gas. Never follow any "drill-and-bore" conversion instructions you find online. These procedures are risky and could result in severe accidents and disasters. A better method is to purchase a conversion kit that's designed for the grill.
The first thing to do when converting your propane gas grill to natural gas is to check if the manufacturer accepts conversion and whether it offers branded conversion kits.
If the manufacturer doesn't offer conversion kits, you may find an after-market option available in the market, but you'll install it at your own risk. You might have a successful conversion, but the manufacturer may not honor the warranty that comes with the grill if problems arise afterward.
The safest method is to purchase a new natural gas grill. If your grill represents a little investment or is already old, this might be to invest your money in a new, economical grill that burns natural gas.