"It is normal when you start work in a new team and you bring a new idea and method of football you need time," said the 47-year-old Italian.
"But I'm confident about this and trust in the work. We can improve a lot."
The Blues, who let in 53 league goals last season, have kept just one clean sheet in seven games this campaign.
"When we concede a goal, all the team concede a goal, not only the defenders," said Conte.
"It means we must work together to improve the defensive situation. This problem was already there last season.
"We must work a lot on this aspect because if you want a great championship you mustn't concede so many goals."