Chelsea have one clean sheet in 15 matches in all competitions and two in the last 25 ahead of Saturday’s Premier League trip to Hull, when captain John Terry (ankle) is again absent.
“We haven’t got a magic wand to change the situation in two months, three months, four months,” Conte said.
“We don’t forget the past. The past is there, it’s very clear. We finished (in) 10th place last season.
“When you finish 10th, it means you have problems. We must change the situation and we must work hard together and we are doing this.
“At this moment, that’s the most important thing: not to win, (or) to lose.
“But to understand that only through great work, hard work, can we fill the gap that now we have.”
September passed with Chelsea failing to record a Premier League win. The only success in four games was in the EFL Cup against Leicester.
Conte believes Liverpool, 2-1 winners at Stamford Bridge, and Arsenal, 3-0 winners in last week’s derby, are at their best, while Chelsea have room for improvement.
“In these two games we saw, and we learned, a lot of important things,” he added.
“We faced two teams who are very strong and, for me, these two teams are now at the top (of their games).
“We have a lot to improve. This is the great difference. This is also the great hope that we must have.”
Chelsea owner Roman Abramovich visited Conte and the squad at their Surrey training base this week.
“I’m lucky because Mr Abramovich is very passionate about football,” Conte added.
“To talk with him about football is very interesting. To discuss and explain my idea of football, to have a confrontation.”
It was a Freudian slip. It was clarified that the Italian, whose English is very good and continually improving, meant conversation.
Conte said speaking to Abramovich was important for clarity.
He also refused to look ahead to the winter transfer window, amid suggestions the Russian will bank roll another spending spree to overhaul the Blues squad.
“We must think about the present, because the present is now more important,” Conte said.
“I don’t see an opportunity in January to spend money or to change. Now I see the present.
“I see in the present the opportunity to improve, to continue to work, to understand it’s not easy.
“We know this in the club. And we must continue to change the story of last season.”
Terry has missed the last three matches with an ankle injury sustained against Swansea and his earliest possible return will be on October 15 against Leicester.
Defender Kurt Zouma continues his rehabilitation from his long-term knee injury, while midfielder John Obi Mikel is out with a “small muscular problem”, Conte said.