Answer
$0$
(Refer to the step by step part for the explanation).
Work Step by Step
RECALL:
The integers are: $\left\{...-3, -2, -1, 0, 1, 2, 3, ...\right\}$
The natural numbers are: $\left\{1, 2, 3, ...\right\}$
Thus, an example of an integer that is not a natural number is $0$.
(There are a lot of other examples such as -1, -2, -3, etc.)