The 41-year-old centre-back is to retire at the end of the season after 20 years at the club, who next Wednesday face Liverpool in the Champions League final in Athens.

Costacurta, who will stay on at Milan to assist head coach Carlo Ancelotti, was overcome with emotion.

"It was a great celebration and I want to thank everyone - the club, my teammates and the fans," said the player best known as 'Billy' who did a lap of honour after the final whistle before getting the bumps by his colleagues.

"Now the moment has arrived for me to do something new, and I think the challenge of my new profession will be enough to keep me from dwelling on the past.

"I had many other options, but I wanted to remain a part of this glorious club."

A former Italy international, Costacurta scored a penalty to make it 2-2 in the 57th minute before receiving a standing ovation from the San Siro crowd on his substitution moments later.

Unfortunately his goal wasn't enough to earn a point as Udinese's Brazilian striker Barreto scored the winner in the 61st minute.

With Milan having already clinched a place in the third qualifying round of next season's Champions League and the Athens final just four days away, Ancelotti picked a side that will bear no resemblance to the one that takes the field in the Greek capital.

Asamoah Gyan put Udinese ahead before French midfielder Yoann Gourcuff equalised.

Antonio Di Natale restored the visitors' lead only for Costacurta to level the score from the spot when Gourcuff was fouled in the box.

Barreto ruined Costacurta's farewell party, capitalising on a moment of hesitancy in the Milan defence to snatch the winner.

Milan's defeat left them in third place on 61 points, with one game left to play. Milan will be overtaken by Lazio if the Rome club avoid defeat at home to Parma on Sunday.

Costacurta began his career with third division Monza in 1986 and spent one year there before joining Milan, with whom he has been ever since.

He has won seven Serie A titles and four European Cups, and made 59 appearances for Italy between 1991 and 1998.