Stipe Perica's deflected goal at the death condemned AC Milan to their second defeat in three Serie A games as Udinese clinched victory at San Siro.
Perica's first-time effort from Emmanuel Badu's deep cross cannoned off the midriff of his marker before going in.
It was a lucky goal in keeping with a match devoid of clear-cut chances.
Milan's first two games of the league season had resulted in a 3-2 win at home to Torino and a 4-2 defeat to Napoli, but the flow of goals dried up on Sunday.
Udinese shaded an uneventful first half.
Rodrigo de Paul shot narrowly over from outside the area early on, while Cyril Thereau's shot right-footed towards the far post from the left side of the area, but goalkeeper Gianluigi Donnarumma got down to make the save.
Three minutes after the break De Paul's cross picked out Silvan Widmar, who headed wide.
The visitors continued to look the more likely scorers and Emil Hallfredsson fired just wide from the centre of the area.
Milan came more into the match as the half wore on, with Giacomo Bonaventura's header from a Mattia de Sciglio cross kept out by keeper Orestis Karnezis and Carlos Bacca, set up by Suso, firing wide of the near post from a tight angle on the right.
But the visitors grabbed a winner in the 88th minute when Emmanuel Badu swung a ball into the area from the right and Perica met it first time with his right foot.
The connection was clean, but it was thanks to a wicked deflection off a Milan defender that the shot wrong-footed Donnarumma and flew into the far bottom corner.
The hosts looked for an instant response and Bacca had a headed chance saved in stoppage-time, but despite seven minutes of time added on they could not find a leveller.