The veteran striker scored the only goal of the game as Udinese picked up their first win in a month, putting the finishing touch to a sweeping move from the hosts after 67 minutes.
Di Natale, who is yet to decide whether to retire at the end of the campaign, was particularly pleased with the way his side approached the game.
"It was a great victory against a great team," he told Sky Sport Italia.
"We did well to defend with 11 men behind the ball and hit them with rapid counter-attacks. It was an important victory for everyone around the club.
"I am very happy here and so is my family. I've been here for 10 years and everything I do is for this city. There's only Udinese for me.
"I have to try to help Udinese get as many points as possible to secure safety, then we'll see (about retirement)."
‘Newcastle’s board said I was over the hill, so I left and played 108 consecutive games and won the European Cup – not a bad way to answer that accusation!’: Ex-Magpies defender reflects on career highlight after proving former side wrong
‘Parma viewed him as the perfect replacement for Adrian Mutu, who’d left to sign for Chelsea. But Manchester United’s interest was much more concrete’: Cristiano Ronaldo's 2003 transfer details revealed by former Sporting director of football
