The 34-year-old, who earlier in the game shot over the bar when well-placed, broke the deadlock in the 38th minute. Dusan Basta sent over a cross and Di Natale was on hand to convert from deep inside the area.
After the break Edgar Barreto missed the target from close range as Palermo went in search of an equalising goal.
Up the other end Di Natale turned provider, but Pablo Armero was unable to score from 12 yards out.
Udinese are now up to second in the Serie A table.