We have considered ordinary differential equation of first order with boundary condition. These equations have been solved by Euler’s improved method, Euler’s modified method and by Runge – Kutta fourth order method with the help of MATLAB by us. At each point of the interval we have calculated the value of y and compared it with its exact value at that point. Error in the value of y is the difference between calculated and exact values. Percentage error has also been calculated at each point of the intervals. Comparison of the results of the of the Euler’s improved method, Euler’s modified method and by Runge – Kutta fourth order method shows that Runge – Kutta fourth order method is better in all the cases. Mean of the results for all differential equations shows Runge – Kutta fourth order method is times better than Euler’s improved method and Euler’s modified method.