An ultimate goal of systems neuroscience is to understand how sensory stimuli encountered in the natural environment are processed by neural circuits. Achieving this goal requires knowledge of both the characteristics of natural stimuli and the response properties of sensory neurons under natural stimulation. Most of our current notions of sensory processing have come from experiments using simple, parametric stimulus sets. However, a growing number of researchers have begun to question whether this approach alone is sufficient for understanding the real-life sensory tasks performed by the organism. Here, focusing on the early visual pathway, we argue that the use of natural stimuli is vital for advancing our understanding of sensory processing.