A 2-0 home defeat to Bayern last week confirmed Juve's exit at the quarter-final stage, leaving the Old Lady to concentrate on retaining their Serie A crown.
Conte believes that his side are still very much on course for a successful season and has urged his side to stay strong and secure a second-straight Scudetto.
He told reporters at a pre-match press conference: "Why would the defeats to Bayern have taken away some of our confidence? We knew full well that reaching the quarter-finals was already an achievement.
"What the club asks of me every year is to qualify for the Champions League and target victory in Italy, so anything more than that is thanks to our hard work. Our objective for this season was to get back into the Champions League and target another Scudetto. I think we are well on the way to achieving those aims.
"I think we are doing very, very well this season, so I don't see why that should affect our confidence or shake some of our certainties in what we're doing."