#### Answer

$\left\{1, 2, 3, 4\right\}$

#### Work Step by Step

Natural numbers are the numbers $1, 2, 3, 4, . . .$.
Not greater than 4 means 4 or less.
Thus, the natural numbers not greater 4 are 1, 2, 3, and 4
Therefore, writing the given set in roster method gives:
$\left\{1, 2, 3, 4\right\}$