Speaking in the aftermath of his side's 3-1 Serie A defeat to Verona on Monday, the 36-year-old announced that he will call time on his illustrious career, which has seen him become one of the most revered strikers in the Italian game.
Di Natale told Sky Italia: "I've already decided what to do in June. I spoke with my family and my agent and for me it ends here. I will retire."
Captain Di Natale has been at the club since July 2004, making more than 300 appearances and scoring 182 goals.
Despite his post-match revelation, coach Francesco Guidolin remains confident Di Natale will change his mind.
"I still hope it was just a moment of disappointment and he can change his mind," he said.
"We need him, I will try to change his mind."
Di Natale has been unable to help turn Udinese's season around, with their poor form continuing against Verona as they slumped to a 10th defeat of the campaign.