The 36-year-old admitted that he was unsure about his future after the head coach Francesco Guidolin moved into a different role, but is now once more behind the club's plans.
"I am bound to Udine and to Udinese for another year by contract," he told Corriere della Sera. "Last Thursday I went into president Giampaolo Pozzo's office and we talked about what to do.
"Guidolin had decided to leave, I wanted to understand the project at Udinese, now without the coach. The president reassured me, now I am on vacation."
Di Natale has played for Udinese since 2004.