Water pollution has jeopardized human health, and a safe supply of drinking water has been recognized as a worldwide issue. The increase in the accumulation of heavy metals in water from different sources has led to the search for efficient and environmentally friendly treatment methods and materials for their removal. Natural zeolites are promising materials for removing heavy metals from different sources contaminating the water. It is important to know the structure, chemistry, and performance of the removal of heavy metals from water, of the natural zeolites to design water treatment processes. This review focuses on critical analyses of the application of distinct natural zeolites for the adsorption of heavy metals from water, specifically, arsenic (As(III), As(V)), cadmium (Cd(II)), chromium (Cr(III), Cr(VI)), lead (Pb(II)), mercury(Hg(II)) and nickel (Ni(II)). The reported results of heavy-metal removal by natural zeolites are summarized, and the chemical modification of natural zeolites by acid/base/salt reagent, surfactants, and metallic reagents has been analyzed, compared, and described. Furthermore, the adsorption/desorption capacity, systems, operating parameters, isotherms, and kinetics for natural zeolites were described and compared. According to the analysis, clinoptilolite is the most applied natural zeolite to remove heavy metals. It is effective in removing As, Cd, Cr, Pb, Hg, and Ni. Additionally, an interesting fact is a variation between the natural zeolites from different geological origins regarding the sorption properties and capacities for heavy metals suggesting that natural zeolites from different regions of the world are unique.