After Empoli were relegated, Di Natale joined Udinese for the 2004–05 Serie A season, along with Manuel Belleri and Emílson Cribari.
Setelah Empoli terdegradasi, Di Natale bergabung dengan Udinese untuk musim 2004-05 Serie A, bersama dengan Manuel Belleri dan Emílson Cribari.