I want to declare a C++ property inside my Objective-C class.
What kind of attributes should I set it to? It seems that strong or retain will lead to an error saying that it is not an object.
How could I manage its memory properly?
You are right, the property cannot be weak, strong, or retained; for that it would have to be a pointer to an Objective-C object.  If you don't use any attributes on a C++ property, it will default to unsafe_unretained,assign,atomic.  
A few other things to consider, assuming the Objective-C(++) object controls the lifetime of the C++ property:
atomic, you need to use
synchronization in the setter and need a custom getter, too.  You
could declare it nonatomic, in which case you would not need to
synchronize and would not need a custom getter.dealloc to ensure the C++ object is freed when
the Objective-C++ object goes away.Here's some useful documentation from Apple: https://developer.apple.com/library/archive/documentation/Cocoa/Conceptual/ProgrammingWithObjectiveC/EncapsulatingData/EncapsulatingData.html.
And here is a quick example.  Let's say the C++ class you are using for the property is called MyCPP.  In a header you could have:
@interface ClassOCPP : NSObject
// This property can only be used in Objective-C++ code
#ifdef __cplusplus
@property /*(unsafe_unretained,assign,atomic)*/ MyCPP * myCPP;
#endif
// Other stuff may be usable in regular Objective-C code.
@end
Implementation could be as follows (in a .mm file; remember, it's Objective-C++):
@implementation ClassOCPP
{
    MyCPP * _myCPP;
}
-(id)init {
    self = [super init];
    _myCPP = NULL;
    return self;
}
-(void)setMyCPP:(MyCPP*)newVal {
    @synchronized(self) {
        delete _myCPP;  // it's OK to delete a NULL pointer
        _myCPP = newVal;
    }
}
-(MyCPP*)myCPP {
    return _myCPP;
}
-(void)dealloc {
    puts("De-allocating ClassOCPP.");
    delete _myCPP;
}
@end
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