Non-league Lincoln beat Burnley 1-0 to progress to the quarterfinals of the FA Cup, a shocker that impressed and reminded Conte of the possibility of losing to anyone in the competition.
Chelsea avoided such a fate when they scored two goals in the second half courtesy of Pedro and Costa to progress to the last eight themselves.
Chelsea beat a wolves team that beat Stoke and Liverpool and they still look set for a cup and league double, a notion that is appealing to Conte.
“This challenge was very tough, but we all knew (that),” Conte said.
“Above all after the result this afternoon (at Turf Moor). I tried to warn the changing room about the difficulty of this game, of this competition.
“It’s important to understand nothing is easy. If someone thinks in the league Chelsea for sure become the champions and in the FA Cup for sure you can win this trophy… it’ll be very difficult.
“But we know that we stay there and we want to try to arrive at the end, to try to win some trophies.”
Conte added: “We were very good to suffer in the first half. Wolverhampton started the game very well with great intensity.
“They hit the post after five minutes and we were lucky. In the second half we played our football, we played very well.
“We scored two goals. Wolverhampton deserve my compliments for the performance.”
Lincoln were complimented, too, with a bow from Conte.
“This is a great achievement for them and also this is the beauty of football and the FA Cup,” he said.
“In Italy, it’s impossible for this to happen. Its fantastic because it shows that football is incredible and anything can happen if you trust in your work, if you have a great will to fight and to take on the challenge.
“I’m pleased to live this story with them. Now we are with Lincoln in the quarter-final. It’s fantastic.”