Despite previously announcing he would retire from professional football at the end of the 2013–14 Serie A season, he confirmed on 30 May 2014 he had decided he would not retire and would continue to play on into the 2014–15 season.
Meskipun sebelumnya mengumumkan ia akan pensiun dari sepak bola profesional pada akhir musim Serie A 2013-14, Di Natale dikonfirmasi pada 30 Mei 2014 bahwa ia tidak akan pensiun dan akan terus bermain di musim 2014-15.