The 27-year-old has scored 36 goals in more than 70 appearances for the English Premier League (EPL) side but only 12 of them were last season as the club finished 10th, failing to defend the title.
"Diego is our player. He is a fantastic player, a player with a fundamental importance and there is no problem. He stays with us," Conte told his club's website on Tuesday.
"He is working very hard, he is very happy to work with his teammates and with me in the new idea of football. He is a Chelsea player," the Italian coach added.
"He is an important player, a very strong player, one of the best in the world, and I am sure when he goes into our ideas he will score a lot of goals for us," Conte continued.
With regards to winger Juan Cuadrado, Conte stressed once more that he was very keen to work with the Colombian this season and was looking forward to doing so. Juventus wanted to extend Cuadrado's loan spell with them but Conte insisted that he will be part of Chelsea.
"He is a Chelsea player. The situation about him is very clear. He stays with us. I am happy to work with him," Conte said.
Conte, who coached Italy at the recently concluded Euro championship, has been tasked with revamping and revitalising the under-firing Chelsea squad that failed to defend the English Premier League (EPL) title and finished 10th.
Chelsea are in Austria for the pre-season training. They first lost 0-2 to Rapid Vienna and later on Wednesday, they will meet WAC RZ Pellets.
Conte gave his verdict on how the first week of training under his guidance has gone.
Conte expressed satisfaction with "the right attitude and the right behaviour" of his players during the pre-season, noting that he is focusing on "tactical, physical and mental aspects".
"I am very happy because I am finding the players with the right attitude and the right behaviour," the former Juventus coach said.
"They are great workers and this is very important because we need to have a bit of time to go into a new idea of football, and a new method of work with different tactical, physical and mental aspects," the 46-year-old added.
"Its also important to have a bit of time for me to know the players and for the players to know me. In the Euros I had a finished team. Now we are building. In this moment its normal I have a bit of difficulty with this change because with Chelsea we are beginning our season.
"I am getting to know a lot of new players and Im bringing them a new idea of football. We need a bit of time but I saw a lot of positive things this week."
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