Pelle, 30, is set for talks on his future with the club in the next few weeks. Saints chiefs haven’t made it clear whether he is in their long-term plans.
The frontman was left out the squad for the 4-2 win over City last Sunday as boss Ronald Koeman wasn’t happy with his efforts in training.
But Pelle’s relationship with Conte is a far better one.
Conte is the man who handed Pelle his international debut two years ago and he picked him in his squad for two international friendlies in March.
Pelle has been capped 11 times all in all.