This depends on your situation. In most cases, you must continue living in the Netherlands until your naturalisation is completed. This means until after the naturalisation ceremony. During this entire period, you must have a valid residence permit or the right of residence under EU law.
Married to a Dutch national
Do you live with your Dutch partner and are you married or registered partners? Then nothing changes for your application for naturalisation if you move to another country together. However, you are not allowed to move to a country of which you currently have the nationality. And you must continue living together as married or registered partners until your naturalisation is complete.
Living together without being married
Do you live together without being married? Then the IND may reject your application if you move abroad. This is because, as unmarried partners, you must continue to live in the Netherlands until your naturalisation is complete.