We investigate naturalness in the Standard Model (SM) Higgs sector using effective field theory (EFT) techniques and find the requirements on the new heavy physics that can potentially cure the little hierarchy problem below a scale $Lambda gg O(1 ~{rm TeV})$, assuming the new heavy particles have a mass larger than $ Lambda $. In particular, we determine the conditions under which the 1-loop corrections to $ m_h $ from the heavy new physics can balance those created by SM loop effects up to the naturalness scale $Lambda$, a condition we denote by EFT Naturalness. We obtain the higher dimensional ($n ge 5$) operators in the effective Lagrangian that can lead to EFT Naturalness, and classify the underlying heavy theories that can generate such operators at tree-level. We also address the experimental constraints on our EFT Naturalness setup and discuss the expected experimental signals of the new heavy physics associated with EFT Naturalness.