The 3-2 loss bounced Napoli out of the Champions League.
Afterwards, Conte insists the difference between the two teams was the size of Chelsea's transfer budget.
The former Chelsea manager said: "In Europe I don't have the same numbers as in Italy, that's true. I lost a Europa League final and have played in the Champions League several times, reaching the quarterfinals.
"Ultimately, if you really want to win the Champions League, you have to coach top clubs with significant financial resources. The differences with teams like Chelsea are clear; we have to do our best with what we have."
Conte also said: "We were in a total emergency, with only 13 players available and many injured, and despite this I think we deserved something more.
"The performance remains. We need to keep working on this path. The boys gave Chelsea a hard time, and that's a good sign. We deserved to win, I'm proud of what they did."