The Italy international could have joined the Scudetto holders in the past, but preferred to stay at the Stadio Friuli side
The experienced forward, 35, has been with the Zebrette since joining them from Empoli in the summer of 2004 and he has stressed that making history with Udinese meant more to him than a move to the current Serie A champions.
"I think that what I've done with Udinese will go down in the history of the club. I don't see that as something insignificant. The truth is that I've found my natural home in Friuli and I've never thought about leaving a team, a town and a family who have adopted me like a son," Di Natale told fifa.com.
"Udine is like a second home to me. I feel very good here and I really feel the warmth of the people. When Juventus contacted me, I told the president [Andrea Agnelli] that I wanted to stay here. That's how we decided that I'd stay here for life.
"There isn't too much pressure here. You can lose a few games and still be able to work in peace. The results speak for that approach. Everyone does their job well – the players, the coach and the club."
Di Natale has a contract with Udinese until June 2014.