Very Unlikely, but...
There is not clear RAW that indicates how this should work one way or another, but here's some food for thought.
Infusions only work on Objects...
Whenever you finish a long rest, you can touch a non-magical object and imbue it with one of your artificer infusions, turning it into a magic item.
The Steel Defender is a Creature, not an Object.
your tinkering has borne you a faithful companion, a steel defender. It is friendly to you and your companions, and it obeys your commands. See this creature’s game statistics in the steel defender stat block.
Its 'Natural Armor' is presumably its metal 'skin.' There is no precedent in D&D 5E for part of a creature being considered an Object. Thus, while the RAW doesn't specifically say you can't enchant the "skin" of a Steel Defender, its skin is not an object--it's part of the creature. And, frankly, a lot of creatures have "Natural Armor" in their statblock--if you used that as your justification to be able to enchant it, then you'd also be able to enchant the skin of a wolf.
Armor Infusions specify "A Suit of Armor"
As noted here
Item: A suit of armor or a shield
Metal skin is not a suit of armor. Enhanced Defense can only be applied to a Suit of Armor, not a Creature that is Armored. Naturally, this applies to other things as well--weapon infusions must target an actual weapon--not part of a creature.
But Barding is a thing.
Your Steel Defender may have the form of an animal--there are already rules for putting Armor on an animal.
Barding is armor designed to protect an animal’s head, neck, chest, and body. Any type of armor shown on the Armor table can be purchased as barding. The cost is four times the equivalent armor made for humanoids, and it weighs twice as much.
If your Steel Defender is shaped like a panther, and you could buy barding for a panther...then you can buy barding for your Steel Defender. Once you've put barding on it, you can enchant the barding because it's a suit of armor.
Beyond this, your Steel Defender could be humanoid
You determine the creature’s appearance and whether it has two legs or four; your choice has no effect on its game statistics.
If you decide that it has a humanoid appearance, you might be able to just stick normal armor on it.
The rules for non-humanoid Creatures using magic items are...
When a nonhumanoid tries to wear an item, use your discretion as to whether the item functions as intended. A ring placed on a tentacle might work, but a creature with a snakelike tail instead of legs can't wear boots.
So while you cannot enchant the Steel Defender itself, you can equip it with things you make. Keep in mind...
It can move and use its reaction on its own, but the only action it takes on its turn is the Dodge action, unless you take a bonus action on your turn to command it to take one of the actions in its stat block or the Dash, Disengage, Help, Hide, or Search action.
So if the item you give it (such as a weapon) would require an Action other than the ones listed to use--it can't use it. However, if you throw a Cloak of Protection over its back, give it a Belt of Hill Giant Strength and an Amulet of Health...all of those magic items will work on it just fine.