Yes, its safety when used as a food additive has been approved by the U.S. Food and Drug Administration (FDA), Canada Health, European Food Safety Authority (EFSA),  Joint FAO/WHO Expert Committee on Food Additives (JECFA), as well as other authorities.

FDA
It is permitted for direct addition to food for human consumption and may be used as an antimycotic on cheese in amounts not more than 20 mg/kg. (4)

By the way, FDA had no question on DSM’s conclusion that natamycin is Generally Recognized as Safe (GRAS) when used as an antimycotic to prevent the growth of molds and yeasts in ready-to-drink tea beverages, fruit-flavored beverages & energy drinks, and sport and isotonic drinks at levels not more than 0.5 mg/kg (5) AND in yogurt at levels not to exceed 5 ppm. (6)

Canada Health
It is permitted to used in preventing mould growth on the surfaces of cheeses with the maximum levels (7):

(naming the variety) cheese and cheddar cheese: 20ppm
Grated or shredded (naming the variety) cheese and grated or shredded cheddar cheese:10ppm
EFSA
Natamycin (E235) is listed in Commission Regulation (EU) No 231/2012 as an authorised food additive and categorized in “Additives other than colours and sweeteners” (8).

Evaluation in 2009
For the use of natamycin as a food additive, EFSA concluded that there was no safety concerns if only used in the surface treatment of the rind of semihard and semi-soft cheese and on the casings of certain sausages with the proposed use levels. Also, there was no concern for the induction of antimicrobial resistance. (9)

Authorised Uses And Use Levels
The following are the details for the uses and levels (10):

only for the external treatment of uncut hard, semi-hard and semi-soft ripened cheese and cheese products: at a maximum level of 1 mg/dm2 surface, not present at a depth of 5 mm.
only surface treatment of heat-treated (or not) dried cured sausages, at a maximum level of 1mg/kg.

http://www.chinafooding.com/Preservatives/