Yes, the natural man does not receive the deep things of God. Look at the context of 1 Cor. 2. Paul is speaking about the deeper things of God that are discussed among the mature believers.
6 However, we speak wisdom among those who are mature...
7 But we speak the wisdom of God in a mystery, the hidden wisdom which God ordained before the ages for our glory,
10 But God has revealed them to us through His Spirit. For the Spirit searches all things, yes, the deep things of God.
But the natural man can understand the Gospel. It is the power of God unto salvation.