Francesco Guidolin's men have lost all three of their games away from the Stadio Friuli in the new campaign but goals from Danilo and Antonio Di Natale secured a third win on home turf, where they last suffered a league defeat in September 2012.
Udinese are now seventh after extending Cagliari's winless run to a sixth game, while Diego Lopez's 14th-placed side remain winless on the road since February and only four points above the relegation zone.
A record of six home wins from nine in this fixture since 2005 meant the odds were stacked in Udinese's favour despite recent inconsistencies, but Cagliari started on the front foot.
Inside three minutes Nicola Murru had surprised Ivan Kevala from distance, the ball veering onto the target but clattering the crossbar and bouncing out of play.
Di Natale then fed Andrea Lazzari at the other end, Davide Astori making the block, and the Cagliari defence would soon recover the ball from Nicolas Lopez before he could pull the trigger.
Udinese were turning the screw and, after Lazzari had missed from distance and headed over from close range, Danilo made the breakthrough in the 33rd minute.
It was a first Serie A goal for the Brazilian as he swept up a rebounding Di Natale free-kick to tuck home on the slide.
Di Natale was perhaps unlucky not to score from the restart when Maicosuel's pass fell kindly to him, but Michael Agazzi made a low block.
He would not mope for too long, though, firing home his third goal of the season with a wickedly-swerving free-kick that screamed over the wall in the 53rd minute.
Dusan Basta came up just short on a cross from Di Natale as the hour ticked past and the veteran striker fell over Astori when bursting forward himself moments later.
In the 74th minute, Di Natale came knocking once again. This time he tried to lift the ball over Agazzi but the finish ended up just wide of the mark.
What had been a tame challenge from Cagliari was over and, from that point forward it was a case of damage limitation for the Sardinians.
They survived when Thomas Heurtaux tried his luck with a right-footed drive 10 minutes from time and, three minutes into time added on, Basta saw the last chance of the game defused by Gabriele Perico.