We want to find the numbers that divide natural numbers in the form of $n^2+1$ and solve for their natural density.
Using Wolfram Mathematica, I found divisors from $n=0$ to $1000000$ and eliminated repeated divisors. Here is the list
$$\left\{1,2,5,10,13,17,25,26,29,34,37,41,50,53,58,61,65,73,74,82,85,89,97,101,106,109,113,122,125,130,137,145,146,149,157,169,170,173,178,181,185,193,194,197,202,205,218,221,226,229,233,241,250,257,265,269,274,277,281..... \right\}$$
After looking at the list extensively my guess is the density is zero.
Is there a mathematical way of finding this without computer programming?
The set in question, call it $A$, is a proper subset of the set, call it $B$, of numbers which can be written as a sum of two squares (the difference between the two sets is that $B$ is the set of all numbers of the form $2^rPQ^2$ where $r$ is a nonnegative integer, the prime factors of $P$ are all $1\bmod4$, and the prime factors of $Q$ are all $3\bmod4$; $A$ is the same, but with $r\le1$ and $Q=1$).
$B$ has density zero (and so, a fortiori, $A$ has density zero). This is discussed at https://mathoverflow.net/questions/205862/sums-of-two-squares-positive-lower-density and at the links to be found there. It goes back to Landau.