Spurs needed two injury-time goals to claim a 3-2 comeback win over the Foxes.
Conte said: "A great win. I honestly think we didn't deserve to lose the game. A draw was for me unfair.
"I think we played a good game, created many chances to score and were unlucky. But my team showed they don't want to give up and until the end we have to fight.
"We showed great desire not to lose this game. This is a compliment for my players and team, not for me."
On what Tottenham need to improve, the Italian added: "We have to learn to control the game and understand the different moments of the game.
"Under this aspect we can improve. there are different key moments during the game and we have too understand these better. How to play with more velocity and ,move the ball quickly or keep the ball and lower the intensity. We can improve and have to improve a lot but it's a long path. We have just started with these players and this team.
"They show me great ability and desire to improve. I know we have a lot of space for improvement."
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