Palace are just four points above the relegation zone but have won their last three games without conceding a goal under Allardyce, who arrived following Alan Pardew's sacking in December.
Hosts Chelsea go into Saturday's match boasting a 10-point lead in the title race with as many games remaining, but Conte is taking nothing for granted.
The Italian said: “I remember the game very well at Crystal Palace. We deserved to win, but we suffered also. Crystal Palace have a lot of really good players. (Christian) Benteke is a top player, (Wilfired) Zaha, (Andros) Townsend. Another player I like a lot is (Yohan) Cabaye, (Jason) Puncheon.
“If you ask my why they stay in this (low) position, I don't know. For me it's very strange. To have a team with this many great players in this position, very strange. It can happen. Last season it happened to Chelsea, for example.
“But we have to pay great attention. They won their last three games, and they're sixth in the table over the last six games. So we have to pay attention, above all after the international break. We faced a lot of (injury) problems this week.
“Football is strange. It's full of surprises. I repeat: in my experience as a footballer, I won a lot, but I also think I lost more. For this reason, I want to keep our feet on the ground. That's very important, for me and my players.
“Above all after this type of season, great work and hard work and a lot of difficulties to overcome the problems, I think we deserve to win.
“But there are 10 games to go. For sure, our opponents don't want to accept that Chelsea are champions. For this season, we have to pay great attention for these 10 games to try and get three points tomorrow at home. But it will be very difficult.”
Eden Hazard (calf), Thibaut Courtois (hip), John Terry (leg), Victor Moses (calf) and Diego Costa (ankle) have all been suffering with minor injuries of late. Hazard is fit to start, as well as Courtois, but there are doubts about the other three being available.