Juve face Lazio in Rome tonight.
Conte declared: "Our objective for this season was to get back into the Champions League and target another Scudetto. I think we are well on the way to achieving those aims.
"Why would the defeats to Bayern have taken away some of our confidence? We knew full well that reaching the quarter-finals was already an achievement. What the club asks of me every year is to qualify for the Champions League and target victory in Italy, so anything more than that is thanks to our hard work.
"I think we are doing very, very well this season, so I don't see why that should affect our confidence or shake some of our certainties in what we're doing."