Milan are unbeaten in four Serie A matches following their derby stalemate against Inter last weekend, but are down in ninth spot with plenty to do in order to seal a UEFA Europa League berth.
A sixth-placed finish would ensure Filippo Inzaghi's men play in continental competition next season, but Fiorentina - who currently sit sixth - are six points better off than Milan.
Udinese are without a win in six games and have secured just one victory in 11, so defender Antonelli sees the clash at Stadio Friuli as an opportunity to showcase Milan's European credentials.
He told the Milan Channel: "I have watched the match against Inter. I think we did well for the first 60 minutes, but then we dropped off and Inter began to push us back.
"They're a good side. However, we did well to keep a clean sheet even if we could have perhaps done a bit better on the counter-attack. We're happy with the point and we've kept Inter behind us in the league table.
"Let's hope we can restore winning ways against Udinese on Saturday. There are still 21 points up for grabs and we're just six points off a European finish.
"We have to try and win every single match. If the sides above us drop points we have to make sure we take full advantage. We drew on Sunday, but we have to try and win the remaining seven matches.
"We believe we can qualify for Europe as we're training well and working hard every day. We want to get into Europe and we don't want to miss out on this objective."
Antonelli is wary of the threat posed by evergreen Udinese striker Antonio Di Natale, who has scored 16 goals in all competitions, and also spoke of his respect for defender Silvan Widmer.
He said: "Antonio Di Natale is a champion. He's scored many goals and still is scoring in Serie A. Let's hope that on Saturday though he stays quiet! Widmer is another good player but we have to play as a team and if we do that we will win."
Milan are again set to be without striker Stephan El Shaarawy, along with midfield duo Riccardo Montolivo and Michael Essien, but are hopeful that Alex will be available after suffering cramp against Inter.
Udinese midfielder Bruno Fernandes misses out due to suspension.
