Hazard has been made Real Madrid's main transfer target for this summer and are prepared to spend £100m on the Belgium international.
Standard Sport revealed earlier this month that the 26-year-old is fully committed to the Blues and is not seeking a move to Real Madrid.
Chelsea have vowed not to sell him either, but neither of these facts have put off Real Madrid just yet.
Conte feels it will be in Hazard's best interests to remain in England and he explained: “Now it's a great challenge to win the Premier League, a more difficult challenge for a player or a coach than other leagues. I think this League is really top in all aspects.
"Will money be a factor? No, I don't think so. I think it's very important to stay, to feel that you stay in the right place with ambition.
"This type of player, when you arrive at being a top player, you want to fight to win and be competitive in every trophy you have to play for.
"I think we are building something important together. We have just started our building (work). Now we are putting the foundations in.
"If we are able to win the League this season, I think we'll be doing an incredible path, an incredible thing because we are in a moment that the club is in transition.
"A lot of players (Oscar, Mikel John Obi, Branislav Ivanovic) have finished their careers with Chelsea. To win this season is great.
"I think we are putting great foundations down to build something important for the future. I think the players feel this.”
Hazard has been back to his best form this term and is a candidate for Player of the Year after scoring 11 League goals.
Conte has played a major role in that having switched him to a more attacking position, closer to main striker Diego Costa.
The Italian has been working with the Belgian for less than a year and already sees ways he can help the attacking midfielder develop his game even more.
When asked if he can make Hazard a better performer, he replied: “Yes, yes, he can improve.
"He's a young player with a lot of improvement in his path as a footballer. But this must be for him and all the players. Before you finish your career, you can always improve. Always.”
Chelsea fans have feared Hazard would want to join Real Madrid, especially since his idol Zinedine Zidane became coach last year.
But Conte remains unconcerned. He said: “I think, in this situation, it's always very important to understand if this is speculation or if there is some truth in it.
"In this situation I think it's very important that we love the player. If the player is happy and the player knows he will stay in a great team with great ambition, I don't see any problem. Even if this club calls itself Real Madrid.
"We are in a great club. We started to build something good for the future, and the ambitions of this club are the same as mine and my players.
"We stay in the right place if you want to be competitive in the game, be competitive in the future. I hope to play in the Champions League next season.
"I'm sure about this, that you'd be staying in the right place, in a great club with great ambition. I can tell this with 100 per cent.”