The 44-year-old saw his side beat their Serie A rivals 4-0 to maintain a perfect start to the season.
"Winning again and putting another four goals past Lazio is a sign of our growing form, both as a collective and as individuals," Conte told Sky Sport Italia.
"We are shaking off the heavy workload of pre-season training and have won all three of our official matches. We were facing a tough opponent who always made us suffer.
"It's a victory that gives us confidence, but we must never let our concentration slip."
Juventus face Inter Milan in their next Serie A clash.