The simple, sessile leaves of Euphorbia natalensis grow overlapping on upper stems. The blades are bent down at the stem. After that they spread or curve up in their upper parts.
The leaf-shape is narrowly lanceolate to nearly oblong, with or without lobes forming a heart-shaped base. The tips are blunt or sharply pointed, in picture ending in protruding brown mucros, short and spine-like, pointing down. The leaf margins are rolled under. The grey green to blue green blades are generally hairless, sometimes minutely hairy below. The pale cream midribs are conspicuous at their bases, decreasing in width and visibility to the tips, while not appearing perfectly straight in picture.
The uppermost leaf whorl below the inflorescence is sometimes bigger, flatter and more oblong.
Leaf dimensions are from 8 mm to 25 mm long and from 1 mm to 7 mm wide (Pooley, 1998; Trauseld, 1969; iNaturalist; JSTOR).