Is it possible to use Visual Studio on macOS?

Yes! You can use the new Visual Studio for Mac, which Microsoft launched in November.

Read about it here: https://msdn.microsoft.com/magazine/mt790182

Download a preview version here: https://www.visualstudio.com/vs/visual-studio-mac/

I recently purchased a MacBook Air (mid-2011 model) and was really happy to find that Apple officially supports Windows 7. If you purchase Windows 7 (I got DSP), you can use the Boot Camp assistant in OSX to designate part of your hard drive to Windows. Then you can install and run Windows 7 natively as if it were as Windows notebook.

I use Visual Studio 2010 on Windows 7 on my MacBook Air (I kept OSX as well) and I could not be happier. Heck, the initial start-up of the program only takes 3 seconds thanks to the SSD.

As others have mentions, you can run it on OSX using Parallels, etc. but I prefer to run it natively.

I guess you can install it via Parallel or in any other Virtual machine with windows in it

No. Neither Visual Studio or the .NET framework will run on Mac OSX (although the latter is changing). However, if you want to write an application in a similar framework, you could use Mono and MonoDevelop.

There is no native version of Visual Studio for Mac OS X.

Almost all versions of Visual Studio have a Garbage rating on Wine's application database, so Wine isn't an option either, sadly.