Yes. You can make an AoO with any melee attack. Natural attacks are melee attacks.
Making an Attack of Opportunity: An attack of opportunity is a single melee attack, and most characters can only make one per round. You don't have to make an attack of opportunity if you don't want to. You make your attack of opportunity at your normal attack bonus, even if you've already attacked in the round.
To see that (the vast majority of) natural attacks are melee attacks, just take a look at any Bestiary statblock featuring a monster with natural attacks. Those attacks are listed under the "Melee" heading.
Here's an example: Dire Ape
Melee bite +6 (1d6+4), 2 claws +6 (1d4+4)
|
I wouldn't say that natural attacks can make an AoO just because they're listed under melee attacks in a stat block. A human commoner may have unarmed strike listed as his melee attack and he would not be able to make an AoO (this is, of course, assuming he doesn't have the improved unarmed strike feat).
Natural Attacks may be used for AoO because those attacks allow that creature to threaten the spaces within its reach. I'm on my iPad, so I can't copy/paste the PRD, but if you read the first two sentences of the second paragraph of page 180 in the CRB (Ch. 8: Combat - Attacks of Opportunity: Threatened Squares), you will have your answer.
EDIT: Page 182 of the CRB, (the last two paragraphs of the left column) gives you the direct answer. Creatures with natural attacks are considered armed and may make AoO.