Last season, Costa, 27, received 11 yellow cards in 44 games and was sent off against Everton in the FA Cup.
"Diego is a passionate man," Conte said. "For this reason, sometimes, he risks the yellow card. But I want him to improve in this aspect. I want to have Diego Costa in all the games.
"But Diego knows the situation. With passion, the right passion and the right aggression. He must transfer his emotions on to the pitch in the right way.
"Always. I think that Diego is a good guy. He's a player who is very important for the team. I tell him: 'Transfer your passion and enthusiasm in the right way, and it's good for me'."