The striker, who has scored 15 times this season, was once again linked with a mega-money move to China yesterday, with reports in Spain suggesting the 28-year-old will move at the end of the season.
Conte insisted Costa is focused on the present, but would not look beyond the end of the current season.
“Every week I hear a lot of news, a lot of speculation about Diego,” Conte said.
“I think now the most important thing is to be focused on this championship.
“We are in a good position. Diego is an important player for us, is very happy to stay for us. The summer is far (away). It’s important to think to the present.”
Chelsea’s lead would be 11 points had Diego Costa converted a penalty in the 1-1 midweek draw at Anfield.
Chelsea still have a nine-point lead in the Premier League but Conte says the club must be wary of the dangers of the title run-in.
Conte, a multiple Serie A winner as player and manager with Juventus, said: “Anything can happen. It’s important to keep the antenna very high. If someone thinks that the league is finished, I’m not so sure.
“I want to have this tension, this right tension. In the past I fight to win the title and I know we must pay great attention. There are 15 games to play and there are a lot of great teams behind us.”
Conte watched Manchester City’s 4-0 win at West Ham on Wednesday, which highlighted the quality of those chasing Chelsea.
The Italian added: “We all know the real potential of Manchester City.”
The former Italy manager, who has no injury concerns, admitted Chelsea tried to sign Celtic goalkeeper Craig Gordon last month to allow Asmir Begovic to move to Bournemouth.
“We tried, but when the club told us it was not possible, that he was not for sale, it finished,” said Conte, who insisted he had not spoken to Chelsea about Celtic striker Moussa Dembele.
Chelsea’s record goalscorer Frank Lampard announced his retirement on Thursday and was at the club’s Cobham training ground yesterday.
Conte saw the 38-year-old as the head coach ran around the playing fields.
He said: “I told him ‘hello’. I was running to keep me in form and he was here.”
On the possibility of Lampard moving into coaching, the 47-year-old said: “I don’t know his thoughts.”