The Liverpool new boy was the most notable absentee from Conte's selection for forthcoming fixtures against the Netherlands and Norway.
But Conte says he had no motive to leave Balotelli out of his plans, stressing players must earn the right to represent Italy.
"We have been monitoring every match," he said. "The call-ups are based on those we observed, with those we had footballing evidence on.
"Is it a message? I do not have to send any messages. Those who know me know how I work - I do not present gifts to anyone.
"Today I have here 26 guys and I have told them that they must earn this shirt. I will behave as I have always done, there is no pre-condition for anyone.
"Those who are in the national team should know what it takes to be here and be conscious of the weight of this shirt, its importance."
Conte, who took over from Cesare Prandelli following the World Cup, also expressed his pride at leading his first training session on Monday.
"This is definitely a special day," he added. "I entered Coverciano [Italy's national training centre] for the first time with the Under-15s side and to come back now as a coach is beautiful.
"This is a centre that makes me shudder, it takes me back 30 years. It is something nice.
"It is a formative experience, a competition with myself and I am sure that I will be able to communicate my concepts."
Italy face the Netherlands in a friendly on Thursday before kicking off their Euro 2016 qualifying campaign in Norway five days later.
