We use unpolarized and polarized inelastic neutron scattering to study low-energy spin excitations in NaFeAs, which exhibits a tetragonal-to-orthorhombic lattice distortion at $T_sapprox 58$ K followed by a collinear antiferromagnetic (AF) order below $T_Napprox 45$ K. In the AF ordered state ($T<T_N$), spin waves are entirely c-axis polarized below $sim$10 meV, exhibiting a gap of $sim4$ meV at the AF zone center and disperse to $sim$7 meV near the c-axis AF zone boundary. On warming to the paramagnetic state with orthorhombic lattice distortion ($T_N<T<T_s$), spin excitations become anisotropic within the FeAs plane. Upon further warming to the paramagnetic tetragonal state ($T>T_s$), spin excitations become more isotropic. Since similar magnetic anisotropy is also observed in the paramagnetic tetragonal phase of superconducting BaFe$_{1.904}$Ni$_{0.096}$As$_2$, our results suggest that the spin excitation anisotropy in superconducting iron pnictides originates from similar anisotropy already present in their parent compounds.
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