The Serie A leaders were held 1-1 at San Siro on Saturday evening, and were fortunate not to lose, as the away side missed an injury-time penalty.
Sanchez, on loan from Manchester United, was on the bench for the second successive match, having returned from a foot injury.
"You mention Sanchez, well gentlemen, players must be fit to play," said Conte. "I am not crazy.
"So, either I am a moron, or I want to hurt myself. I believe one plus one equals two. If you make one plus one equal five...
"If I put someone out of our line-up it is for a reason. It is not about performing a hara-kiri or because I am a mad man.
"I faced this game without four key players. Atalanta are intense, with a lot of physical force. We did everything we could to try and win the game. The lads are exceptional.
"I'm trying to get Alexis Sanchez back in shape, but in my view we are giving everything in a very difficult situation."