Despite being unable to find the net as regularly or save Empoli from relegation the following season, his performances and consistent goalscoring earned him a transfer to Udinese in 2004.

During his time with Udinese, Di Natale's skill, leadership and ability to both score and create many goals played a key role in helping the club to third and fourth-place finishes in Serie A and qualify for the UEFA Champions League.

Despite being born in Naples, Di Natale made the move north for his footballing career, joining Empoli's youth system.

In Udine, he partnered with Vincenzo Iaquinta and David Di Michele in attack, and the Friulian club finished fourth place at the end of the season and qualified for the UEFA Champions League for the following year.

[16] The 2009–10 season saw Di Natale finish as runner-up for the European Golden Shoe with Chelsea striker Didier Drogba on 29 goals,[17] five behind Barcelona forward Lionel Messi.

[29] Di Natale scored his 150th Serie A goal for Udinese on 3 March, converting from close range after a cross from Luis Muriel, securing a 0–1 victory at Pescara.

[31] Before the 2013–14 season Di Natale was offered a contract with an annual salary of €10 million by Chinese club Guangzhou Evergrande, which was coached by his former Italy manager Marcello Lippi at the time.

[37] On 31 August, in Udinese's opening Serie A match of the 2014–15 season, he scored two second half goals in a home win over newly promoted Empoli.

[44] In late April 2016, Di Natale said he would leave the club at the end of the 2015–16 season, although he also said he intended to continue playing professional football.

[48][49] Di Natale made his debut with the Italy national team on 20 November 2002, under manager Giovanni Trapattoni, in a friendly match against Turkey.

[50] He won few caps in later years, scoring his first goal on 18 February 2004 in a friendly match against the Czech Republic, a game which ended in a 2–2 draw.

[51] In 2006, Di Natale regained a spot with the Azzurri under new manager Roberto Donadoni and was involved in the UEFA Euro 2008 qualification campaign.

[52] Di Natale missed the 2009 FIFA Confederations Cup due to a knee injury, which he incurred on 28 March 2009 in an international match against Montenegro.

[53] Di Natale participated in the 2010 FIFA World Cup under manager Marcello Lippi, and was assigned the number ten shirt.

[65] A quick, mobile, diminutive and versatile player, gifted with good tactical intelligence, speed, and a lethal eye for goal, Di Natale was capable of playing anywhere along the front line; throughout his career he was deployed in the centre as a lone striker, out wide on the left in an attacking trident, or even in a deeper, creative, supporting role, due to his positional sense, vision and ability to both score and create goals.

He was mainly known for his pace, control, flair, technical skills and sense of space in the area, as well as his ability to make attacking runs to beat the defensive line and subsequently finish off chances.

Due to his opportunism, composure in front of goal, and ability to strike the ball well with either foot despite being naturally right-footed, he was able to score from any position on the pitch.

[88] On 11 April 2021, Di Natale was named new head coach of Serie C club Carrarese, in what represented his first managerial role in his career, taking over from Silvio Baldini, a former manager of his during his days at Empoli.

[92] In August 2010, he rejected a transfer to Italian giants Juventus because his children had grown up in Udine and his family was settled and enjoyed living there.

[93] Di Natale took financial responsibility for the disabled sister of Udinese teammate Piermario Morosini, who died on 14 April 2012 when he suffered a sudden cardiac arrest while playing on loan for Livorno.