The 29-year-old scored his fourth goal of the Premier League season on Saturday with a stunning acrobatic volley in his club's 2-1 win over QPR.
Pelle scored 50 league goals in two seasons for Feyenoord in the Eredivisie, but that return failed to earn him a place in the national set-up.
He followed former manager Ronald Koeman to St Mary's Stadium during the close-season, and has been in superb form to help Southampton into second place in the table.
"I believe in myself," Pelle is quoted as saying by the Southampton Echo. "If I was not even inside a small thought of the trainer [Conte] it would be strange.
"I'm doing well and I know by myself when I deserve something, when not.
"I deserve to be considered in the national team at this moment, but I don't pretend to be selected. There are other players that deserve like I do.
"At the end of the list it is only five offensive players that will be in the selection, and to be in the five in all of Italy is not easy. We know how many good players Italy has.
"I'm just happy with what I'm doing and until now, for nine years after I was an under-21, I've never been in the national team.
"Of course, I [would] like it, but for me now the focus is to do good with Southampton and if it will come I am going to be super happy to be on."
Italy face Azerbaijan and Malta in Euro 2016 qualifiers in October, looking to build on their opening 2-0 win over Norway earlier this month.
