The 35-year-old has signed a deal until June 2022 and arrives at a team sitting 14th in the Italian top flight, but only four points above the relegation zone.
"I am very happy to be an Udinese player, from the first moment I arrived I felt at home," Llorente, who has only made three substitute appearances in Serie A for Napoli this season, told the Udinese website.
"I know that the position in the table at the moment does not reflect the quality of the squad, but I'm sure that with the work that is being done the team will improve a lot."
Llorente won the 2010 World Cup and Euro 2012 with Spain before leaving Athletic Bilbao for Juventus.
He later enjoyed a successful spell at Swansea before joining Tottenham.
Llorente has played in two Champions League finals as a substitute, finishing on the losing sides with Juventus in 2015 and Tottenham in 2019.
Standout matches today