Just 48 hours after a 1-1 Euro 2016 qualifier draw against Croatia, Italy extended their unbeaten start under Conte thanks to an 82nd-minute header from substitute Stefano Okaka on debut.
It was far from a convincing performance, with Albania impressing, and they were only denied from taking the lead by the woodwork after Sokol Cikalleshi's fierce 30-yard effort in the 38th minute.
But given the short turnaround, Conte - who is unhappy with the lack of support he is getting from Italian clubs - was content with the performance.
"We've won five of our six games [that Conte has been in charge for] and drew one," Conte told RAI Sport.
"Some might sneer, but my lads want to play and to get into the Nazionale [national team].
"We just have to keep working.
"I very much liked the effort of the lads, as in a day and a half we prepared against an Albania side that played its first choice team.
"We proved that if we want to, we can achieve anything."
Conte expressed his annoyance with Serie A clubs, who he feels are not helping the national team spend time together.
"This requires patience, as it is not a good moment for Italian football, but even then, we won five and drew one," he added.
"We will try to work, to have a few meetings to understand the situation in general.
"I need to work with these lads, as being without them for four months is a problem.
"If the Nazionale comes at the bottom of the pile, then at least let's state that and everyone can take responsibility for that situation."
