Although it is not very famous, there was a change in policy that is known as the "Indian New Deal." This helped to weaken the sorts of policies that had been imposed on Native Americans since the late 1800s.
The major piece of legislation that did this was the Indian Reorganization Act, which became law in 1934. This law helped to give Indian tribes more power over their own affairs. It also helped put a stop to the tribes' loss of ancestral lands. Finally, it decreased attempts to force Indians to assimilate into American society.
There were other things done for Native Americans during the New Deal. For example, there was an Indian Division of the CCC. However, the most important changes were the ones brought by the Indian Reorganization Act.