Di Natale, 34, has not played for his country since Cesare Prandelli replaced Marcello Lippi following Italy's first-round exit in South Africa, despite finishing as Serie A top-scorer with unfashionable Udinese in the previous two seasons. He is also among the leading scorers this season with 22 goals.
There were no surprise omissions with Mario Balotelli making the list despite warnings about his disciplinary and off-the-field problems.
Antonio Cassano, who has started playing for AC Milan again after undergoing heart surgery in October, was also included.
The four uncapped players were 19-midfielder Marco Verratti who plays in Serie B for Pescara, Argentine-born Ezequiel Schelotto, Mattia Destro and Emanuele Giaccherini
Fabio Borini and Alessandro Diamanti have one appearance apiece.
Verratti is one of two Serie B players along with defender Angelo Ogbonna of Torino.
The Italian federation (FIGC) said the final 23-man squad would be announced on May 29.
Goalkeepers: Gianluigi Buffon (Juventus), Morgan De Sanctis (Napoli), Salvatore Sirigu (Paris Saint-Germain), Emiliano Viviano (Palermo).
Defenders: Ignazio Abate (AC Milan), Davide Astori (Cagliari), Federico Balzaretti (Palermo), Andrea Barzagli (Juventus), Salvatore Bocchetti (Rubin Kazan), Leonardo Bonucci (Juventus), Giorigo Chiellini (Juventus), Domenico Criscito (Zenit St Petersburg), Christian Maggio (Napoli), Angelo Ogbonna (Torino), Andrea Ranocchia (Inter Milan).
Midfielders: Luca Cigarini (Atalanta), Daniele De Rossi (Roma), Alessandro Diamanti (Bologna), Emanuele Giaccherini (Juventus), Claudio Marchisio (Juventus), Riccardo Montolivo (Fiorentina), Thiago Motta (Paris Saint-Germain), Antonio Nocerino (AC Milan), Andrea Pirlo (Juventus), Ezequiel Schelotto (Atalanta), Marco Verratti (Pescara).
Forwards: Mario Balotelli (Manchester City), Fabio Borini (AS Roma), Antonio Cassano (AC Milan), Mattia Destro (Siena), Antonio Di Natale (Udinese), Sebastian Giovinco (Parma).
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