Napoli were dumped out of the Coppa at the quarterfinal stage by Como on penalties after the score had finished 1-1 after extra-time.
Afterwards, a defiant Conte insisted: "In my opinion, we have very few resources today that have nothing to do with ambition. Como qualified on penalties today. We won the Super Cup in total emergency; in these two years, we've already won a Scudetto and a Super Cup.
"It's a shame because you'd like to do more, but in my opinion, we're doing better than we have now, and any team would struggle. Congratulations to the fans who continue to the fans who continue to appreciate our commitment.
"Como caused us problems, and we still managed to come within an inch of victory."
Asked if Napoli have been "unlucky" this season, Conte snapped: "What kind of question is that? How can you predict Lukaku's injury, Di Lorenzo's, how can you predict all these things? What should we do? We have to go to the shrine and say a prayer.
"Injuries are so serious that they weigh on you all year long, even if the others are healthy. The same players always play, so McTominay gets a little problem and you lose him, and so on.
"These are added to losses that mean long-term recovery. We're talking about something I don't think has happened to any other team. There was the transfer market, but the club told me nothing could be done for free. What we're doing this year is incredibly positive."
Asked about their Scudetto defence, Conte added: "We're nine points behind, we have serious problems, and you're talking about the Scudetto. Inter are on the move, there's Juventus, Milan... We're serious about the questions, too, otherwise everything becomes ridiculous."