The former Italy midfielder spent his whole playing career in Italian football, at Lecce and Juventus.
He then managed five clubs there, including Juventus, before taking over the Italian national team between 2014-16.
Conte, who is expected to sign an extension to his current three-year contract at Chelsea in the summer, is enjoying the new adventure abroad and could stay away from Italy for some time.
He said: "In my mind, there is the will to find different experiences in different countries. I think it's fantastic to find these experiences.
"When I was a footballer, I played only for two teams: Lecce and Juventus. But, honestly, in my career I wanted to go and play in different countries.
"Now I am having this great experience in England, in an amazing league. For me, this is great. And I hope to live this experience with my family next season."
Conte has done a superb job for Chelsea so far, leading them to the top of the Premier League and into the FA Cup quarter-finals.
He took over a side that finished 10th last season and has turned them into a dominant force.
Conte, who left his post as Italy manager for Chelsea, knows he made the right decision and has no plans to leave for some time.
He added: "This is my first season away, in a new country, with a new language and new habits, and it's totally different from my past.
"For sure, to arrive here is not easy. It's not easy when you start a season and you try a different situation.
"But I'm enjoying my time at Chelsea with my players. After seven months of the season, it's really good what I see compared to the start.
"I started at Chelsea just two days after finishing the Euros with Italy, and to arrive at a club, with new players, a new club, to bring your ideas and to change something in the habits of my players, it's not easy.
"I'm very happy with my experiences so far with Chelsea. To have this relationship with the club, with my players. I'm sure we can improve a lot in the future."