The Italian has had plenty of experience in the competition as a player and manager with Juventus, and was part of the winning team in 1996.
But he confesses that dealing with the domestic and European demands in England is a completely different ball game.
“I played for a lot of years in this tournament and played in the final,” said the former midfielder.
“I won only one. It’s a great competition and we must be pleased to be back and proud to play in the competition.
“It is very important to have experience as a player and a coach in this competition to understand the level well.
“For me, this is something new.
“My previous experience was in Italy. It is not easy here.
“You play a medium team you can lose the game in the league. You know there are six or seven teams in this league fighting for the title. You are never relaxed in England.
“You have to play a tough league and then two cups. To play 60-65 games at a high level is not easy.”
With Arsenal due at Stamford Bridge in the Premier League on Sunday, Conte will keep fit again playmaker Eden Hazard on the bench for the clash with Qarabag tonight.
And star striker Alvaro Morata is set to join him there.
“Eden is in the squad and is working very well for the best physical condition,” said Conte.
“But I think he needs a bit more time to continue to improve and to not to take stupid risks with him. Now he’s available and will be on the bench.
“Morata’s playing very well, scoring and totally involved in our style of football and improving a lot.
“But don’t forget he played the whole game with Spain [against Liechtenstein] and at Leicester.
“The risk could be to play with the same players I did against Leicester and then it would be ‘why didn’t you change the team’?”
“But we are ready and for this reason we must rotate all the squad.”
Chelsea Captain Gary Cahill is desperate to play, having served a three-match ban following his sending off in the season-opener against Burnley.
“I feel like my season’s just starting,” the England defender said. “I’m itching to play.”
CHELSEA (3-4-3): Courtois; Azpilicueta, Christensen, Cahill; Zappacosta, Fabregas, Bakayoko, Alonso; Willian, Batshuayi, PedroQARABAG: (4-1-4-1): Shehic; Maxim, Qarayev, Michel, Rzezniczak; Almieda; Guerrier, Agolli, Badavi, Madatov; Ndlovu.REF: Tasos Sidiropoulos (Greece)TV: 7.45pm, BT Sport ESPN
