This could have big consequences on the tensions between ad blockers and advertisers. Users of Microsoft Edge will no longer need to add popular extensions like AdBlock Plus.
The Edge browser is Microsoft's replacement for Internet Explorer, which is slowly being phased out.
Microsoft reportedly revealed the feature at the Build conference in San Francisco on Wednesday, during a session called "Microsoft Edge: What's Next for Microsoft's New Browser and Web Platform."
The ad blocking feature was point four on a list that also included providing an extension/plugin store and integrating Bing translator into the browser.
Ad blocking is gradually becoming more mainstream. Microsoft follows Opera, which announced in March that its desktop browser would come with native ad-blocking features.