Ozone has been successfully employed in water treatment due to its ability to oxidize a wide variety of refractory compounds. In order to increase the process efficiency and optimize its economy, the implementation of heterogeneous catalysts has been encouraged. In this context, the use of cheap and widely available natural materials is a promising option that would promote the utilization of ozone in a cost-effective water treatment process. This review describes the use of natural clays, zeolites and oxides as supports or active catalysts in the ozonation process, with emphasis on the structural characteristics and modifications performed in the raw natural materials; the catalytic oxidation mechanism; effect of the operating parameters and degradation efficiency outcomes. According to the information compiled, more research in realistic scenarios is needed (i.e., real wastewater matrix or continuous operation in pilot scale) in order to transfer this technology to the treatment of real wastewater streams.