Alexis Sanchez saw an early penalty saved, then Antonio Candreva converted a spot-kick before Keita Balde Diao's winner for Samp.
"It was quite a strange game. We found ourselves going from a missed penalty to conceding two goals in quick succession," Conte told Sky Sport Italia.
“Clearly, that caused difficulty, but the team had been playing well and created numerous scoring opportunities. It was a strange match.
“Sometimes you deserve to lose, in other situations like today, it just doesn't go your way. We could've even scored on the rebound from the penalty, but that hit the woodwork.
“It was tough to come back from 2-0 down, even though we tried to the end."
Inter badly missed Romelu Lukaku, who was only fit enough for a role off the bench due to a muscular issue.
“It's not the first time we have played without Romelu. Everyone knows the quality he has, but he wasn't at 100 per cent and that was clear also after he came on.
“It's disappointing, because I think we deserved more from this match. We need to analyse what went right, what went wrong, but it was a strange game. The players gave their all, but Lady Luck forgot about us entirely today."