Di Natale's acrobatic finish in the 19th minute kept the Friulians firmly in the hunt for Europa League football with Roma's superior goal difference the only factor keeping Francesco Guidolin's men out of fifth place.
Lazio started brightly at the Stadio Friuli but visiting goalkeeper Zeljko Brkic was wise to efforts from Antonio Candreva and Miroslav Klose before Di Natale netted his 18th league goal of the season with a scissor kick from the edge of the area.
The veteran might have killed the game off with a second goal after the break but Michael Ciani produced an excellent tackle when the Italian's first touch let him down.
Genoa remain in the bottom three with one fewer game to play after being held at home 1-1 by Atalanta.
Antonio Floro Flores gave the Grifone the lead in the sixth minute, but Cristiano Del Grosso replied two minutes later to earn the Nerazzurri a point and maintain a nine-point gap over their rivals with five games of the season remaining.