Intrinsic multiferroic properties of native vacancies in BiFeO_3 are investigated by density-function calculations. Oxygen vacancies characteristically exhibit the strong anisotropy in ferroelectric polarization and locally enhance the magnetic moment of its neighboring Fe atoms, while the other Bi and Fe vacancies have less influence on the multiferroic properties. Furthermore, the positive-charged state of oxygen vacancies is found to dramatically enhance their ferroelectric properties, but suppress the magnetic properties. We reveal that these multiferroic properties are characterized by the distinct defect electronic state of each vacancy.