The actress, who has played the role of Alicia Metcalfe for five years. confirmed the news on Twitter.
Natalie Anderson is leaving Emmerdale after five years
"Thank you so much for the lovely messages, and for the continued support for myself and Alicia over the years, I'm very grateful and I've loved playing her," the star tweeted.
She continued: "I will be very sad to say goodbye to both her and @emmerdale. Xx"
Natalie, 33, who joined the popular soap in 2010, revealed to ITV that she felt "now was the right time to say bye to Alicia".
"I've had the most incredible 5 years at Emmerdale and made some wonderful friends. I'm so grateful to the writers, directors, producers and everyone I've worked with," read the statement.
"This year has been such a highlight and so amazing that I felt now was the right time to say bye to Alicia and see what the future holds."
Earlier this year, Natalie was nominated for Best Actress at the 2015 British Soap Awards after her character Alicia was involved in a shocking storyline that received complaints from some viewers after it was broadcast.
The actress has played Alicia Metcalfe since 2010
"We knew that there would be [complaints], it's a very contentious, sensitive storyline," the star said at the time. "Emmerdale and our producer were quite prepared for the fact that this would be shocking."
Natalie added: "Obviously everything was implied and nothing was explicit, and there was so much research that went into it. But to be honest, in the grand scheme of things, there's been more praise for the storyline than complaints, which has been brilliant for us because essentially we want to open up debate about why a 14-year-old boy would do this.
"If you look at the internet, it has such an impact on young people – they are sitting in their bedrooms and not really going out and connecting with each other – and what that leads to."