Naturalism does not presuppose materialism
In addition to and amending @commando's answer, it is of interest to note that naturalism does not presuppose materialism (or physicalism, as it is called nowadays, in order to make clear that it is not about "matter"). This is important to understand the current debate in philosophy of mind which originated in the 1990s.
Till then physicalism (i.e. a monistic solution to the mind-body problem) was widely accepted, although there were at least two important papers which argued that physicalism could not explain qualitative phenomenal experiences: Thomas Nagel's What is it like to be a bat? (1974) and Frank Jackson's famous Mary's room thought experiment in Epiphenomenal Qualia (1982).
In 1996 David Chalmers published an influential book, The Conscious Mind, which challenged monistic accounts of the mind by posing the so called hard problem of consciousness. In his book (and in several papers) he developed a dualistic position to address the problem, but he explicitly framed it in a naturalist perspective:
This position qualifies as a variety of dualism, as it postulates basic properties over and above the properties invoked by physics. But it is an innocent version of dualism, entirely compatible with the scientific view of the world. Nothing in this approach contradicts anything in physical theory; we simply need to add further bridging principles to explain how experience arises from physical processes. There is nothing particularly spiritual or mystical about this theory - its overall shape is like that of a physical theory, with a few fundamental entities connected by fundamental laws. It expands the ontology slightly, to be sure, but Maxwell did the same thing. Indeed, the overall structure of this position is entirely naturalistic, allowing that ultimately the universe comes down to a network of basic entities obeying simple laws, and allowing that there may ultimately be a theory of consciousness cast in terms of such laws. If the position is to have a name, a good choice might be naturalistic dualism.
If this view is right, then in some ways a theory of consciousness will have more in common with a theory in physics than a theory in biology. Biological theories involve no principles that are fundamental in this way, so biological theory has a certain complexity and messiness to it; but theories in physics, insofar as they deal with fundamental principles, aspire to simplicity and elegance. The fundamental laws of nature are part of the basic furniture of the world, and physical theories are telling us that this basic furniture is remarkably simple. If a theory of consciousness also involves fundamental principles, then we should expect the same. The principles of simplicity, elegance, and even beauty that drive physicists' search for a fundamental theory will also apply to a theory of consciousness.
(Consciousness and its Place in Nature)
This solution, effectively a "updated" dualism, did not become the standard view, but sparked an interesting debate and gave monistic accounts of the mind a hard time, especially physicalism. I hope this clears things up a bit.
Further readings (and songs!):
