Reports have emerged claiming some Chelsea players are unhappy with the Italian's training methods. The reigning champions have failed to emulate their success from last season and Conte has had to defend his job after falling nine points off the pace after nine games.
But Vialli, who spent two years at the helm from 1998 to 2000, believes Conte has proven himself enough times for the players not to doubt his ability to turn things around.
Asked about the reports, Vialli told Sky Sports: "Yes, I'm shocked because you have a side that came seventh two years ago and then you've got an Italian manager arriving and turning the squad around and winning the title.
"If I was a player I'd look at this manager thinking he's my guru, my Messiah, I want to be with him all the time and no matter what he says or what he makes me do in training, I need to stick to his methods because he's a winner and he's a successful manager.
"So I don't believe it is true, if it was true I would be shocked because it would be out of order in my opinion."