Few-mode optical quantum circuits can be simulated and optimized using gradient-descent methods, as optical gates can be parametrized by continuous parameters. However, the parameter space as seen by a nonholomorphic cost function is not Euclidean, which means that the Euclidean gradient does not generally point in the direction of steepest ascent. In order to retrieve the true steepest-ascent direction, one must take into account the local metric in what is known as the natural-gradient (NG) method. In this work we implement the NG for the optimization of optical quantum circuits. Specifically, we adapt the NG approach to a complex-valued parameter space, allowing us to apply the NG method directly within the Bargmann formalism, which we rely on for transforming between phase space and Fock space. We then compare the NG approach to vanilla gradient descent and to Adam over two standard state-preparation benchmarks: a single-photon source and a Gottesman-Kitaev-Preskill state source. We observe that the NG approach converges significantly faster (due in part to the possibility of using larger learning rates) and with a smoother decay of the cost function throughout the optimization. This result further improves our ability to design quantum circuits via classical optimization methods.