Clustering by fast search and find of Density Peaks (DPC) has the advantages of being simple, efficient, and capable of detecting arbitrary shapes, etc. However, there are still some shortcomings: 1) the cutoff distance is specified in advance, and the selection of local density formula will affect the final clustering effect; 2) after the cluster centers are found, the assignment strategy of the remaining points may produce “Domino effect”, that is, once a point is misallocated, more points may be misallocated subsequently. To overcome these shortcomings, we propose a density peaks clustering algorithm based on natural nearest neighbor and multi-cluster mergers. In this algorithm, a weighted local density calculation method is designed by the natural nearest neighbor, which avoids the selection of cutoff distance and the selection of the local density formula. This algorithm uses a new two-stage assignment strategy to assign the remaining points to the most suitable clusters, thus reducing assignment errors. The experiment was carried out on some artificial and real-world datasets. The experimental results show that the clustering effect of this algorithm is better than those other related algorithms.