Eden Hazard inspired the Blues to a thumping 3-0 victory over Burnley to make it three wins out of three.
But Conte said: “In this game we started well and played good football the whole game, but we know we can improve and we must improve.
“It’s a pity now that we have this international break because after three wins I want to continue to play games. But we have to stop.
“It’s important to start in a good way. Usually when a new manager arrives he brings his method of football and new ideas, and you can have good ideas but it’s also important to have results, so to start in this way is good for me.
“To start the season with three wins, and a win in the cup, is good for the confidence of the players and the fans, and me. I see a lot of positive things but we can improve.”
Hazard, who scored just four goals in 31 appearances during a tough campaign last season, made it two in three this time around with a superb ninth-minute strike.
The Belgian collected the ball inside his own half and galloped unchallenged down the left towards the Burnley penalty area before curling his shot inside the far post from 20 yards.
Hazard, who could have gone on to score a hat-trick, is finally resembling the player of the year of two seasons ago.
“I’m pleased for him,” added Conte. “He’s a fantastic player, he’s working well and I like his attitude. That is very important to me.”
Willian added the second goal before the break and sub Victor Moses put a deserved gloss on the scoreline a minute from the end.