Pepe joined Udinese Calcio midway through the 2005–06 campaign in a co-ownership deal, for €500,000, along with Salvatore Masiello and Nicola Santoni (as part of the David Di Michele deal for €5.35M). As they were again intent on signing youngsters he featured sparingly, moving to Cagliari Calcio in a temporary deal in July 2006 as the former club had just recalled Gyan Asamoah who shined at that year's FIFA World Cup; the latter also purchased 50% of his registration rights from Palermo for €1.5million.