We apply positron annihilation spectroscopy to identify V(N)-Mg(Ga) complexes as native defects in Mg-doped GaN. These defects dissociate in postgrowth annealings at 500-800 degrees C. We conclude that V(N)-Mg(Ga) complexes contribute to the electrical compensation of Mg as well as the activation of p-type conductivity in the annealing. The observation of V(N)-Mg(Ga) complexes confirms that vacancy defects in either the N or Ga sublattice are abundant in GaN at any position of the Fermi level during growth, as predicted previously by theoretical calculations.