The Rossoneri director, Adriano Galliani, has made it clear the experienced attacker is not a transfer target for the Serie A giants
A number of recent reports suggest the San Siro side are keen to lure the 35-year-old away from his current club and claim Galliani met with Di Natale and his agent earlier this week.
However, the Milan chief has made it clear that Di Natale is not a transfer target for the Rossoneri.
"There's no truth in the story that I had dinner with Di Natale and his agent. This is speculation without any foundation," Galliani told Sport Mediaset.
Di Natale recently stated he has turned down Juventus in the past as he intends to stay with Udinese and make history with the Zebrette.
The experienced attacker has a contract with his current club until the summer of 2014.