The French defender lamented that he leaves les Malherbes after they were relegated to Ligue 2, but admitted that the offer from the Italian side was too good to reject
French sources claim that the 23-year-old stopper will cost the Bianconeri €2 million and that he has agreed to a three-year deal with the Serie A club.
"Udinese moved quickly, they came to see a lot of matches," Heurtaux told RMC.
"When a big club like Udinese come for you and offer you a contract, that is interesting and flattering.
"In my last few matches, I did not perform to the best of my abilities. It is hard to leave the club of my heart in Ligue 2; we did not deserve to be relegated."
Heurtaux, a France Under-20 international, broke into Caen's first team in 2009 after a season on loan at Cherbourg.