But Conte said: "In my team, I don't want selfish players. I prefer to lose a game than to have a selfish player.
"For me, it's sad to listen to this."
Conte, whose side have a four-point lead over Tottenham at the top of the Premier League, is satisfied with Hazard's contribution and does not want to see a change in his approach.
"The first target for every great champion is to play for the team and to put your talent into the team," he said. "The best players in the world don't exist without a team.
"I will never understand this. Never, never. I don't want this and I can't accept this.
"I don't want my club to buy me a selfish player one day. Never. No."