Juve are again undergoing transformation this summer after another disappointing season.
"We have to believe that we can win, we simply can't be happy with reaching minimum objectives," Conte told Corriere dello Sport.
"That said, it's right to be realistic and remember that we are building, brick by brick, a house that can last in time. We're at the foundations so a bit of patience is necessary."
The Bianconeri will, in all probability, not begin the campaign as realistic title contenders - a fact Conte seems to accept.
"Milan and Inter have a great chance of winning the Scudetto and they confirmed as much in Beijing," the summer arrival from Siena noted.
"Behind them I see Napoli who, after working for a year and a half with the same Coach, have their own identity and have added some specific players.
"Lazio have done well too, but we shouldn't focus on the others. We have to be concerned with ourselves, to be so hungry to do well that we don't sleep should a defeat arrive.
"We have to co-exist with a desire for revenge - if we stick to this mentality then we'll be on the right road to cut the gap between ourselves and those in front of us."