Catnip does not kill roaches, but it does repel them, as do bay leaves and strong citrus oils that contain the compound D-limonene. If you want to kill roaches using natural products, borax and diatomaceous earth will work.
Roaches are repelled by the scent of catnip, so sprinkle it in areas where you have seen them. Placing bay leaves in problem areas also works. Sprinkling diatomaceous earth in cracks and crevices around your home kills roaches. A very light dusting of borax will deter most roaches, and the powder will kill any of them that walk through it.
If you own a cat, using catnip as a roach deterrent could lead to having your cat trying to access the problem areas where you sprinkled the herb. While borax is a natural compound, it can make children and pets ill if they eat enough of it. Keep them away from any area you have treated with borax.