Earlier this month, the Blues registered a club-record three goalless draws in a row but last Saturday, they powered to a 4-0 victory over Brighton & Hove Albion.
Conte has described his side's strikes at the Amex Stadium as "beautiful", but the Italian has acknowledged that his players must continue to be ruthless when they face Arsenal in the second leg of their EFL Cup semi-final.
At a press conference, the 48-year-old said: "If you look at the stats, for sure we scored less than last season. But at the same time, we conceded less. We are the best defenders. The problem in the last period was we weren't very clinical. In every game we had the chances to score.
"Against Brighton, we scored four times. I think we scored beautiful goals, especially the second goal – an incredible goal – but now we have to try to continue in this way.
"But as you know very well, every game is different. Sometimes, if we are able to score early, the game becomes easier. If we struggle to score, the confidence of your opponent improves and you become a bit nervous and then it becomes more difficult."
The first leg at Stamford Bridge ended without anyone troubling the scorers.