I don't have any particular context for the following made-up sentences.

Try to say something (infinitive)

Try saying something (gerund)

Which one sounds natural and why?

JigneshbharatiWhich one sounds natural and why?

Both are natural. They are used in slightly different situations.

Try to say is an instruction.
Try saying is a suggestion.

So the version with -ing is more indirect.

Try to eat more fruits, vegetables, and whole grains.
Try to avoid indirect responses. Cut out the ums and ahs, and don't ramble on.
Try to draw them out by probing for one or two subjects of interest to them.

To make this a routine try doing it at the same time and place each morning.
Try doing new things, sometimes with friends and sometimes on your own.
If you've never been to a meeting, then you should try going to at least one.



I'd put it slightly differently to CJ.

[1] You should try to eat less.

[2] You should try eating less.

They are both natural but have different meanings:

In [1] "try" means "endeavour", while in [2] it means "test the effectiveness of".

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Excellent, CJ!

 BillJ's reply was promoted to an answer.
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