Benfica hold a slender advantage heading into the return leg in Italy after running out 2-1 winners at the Estadio da Luz on Thursday.
Juve, who will host the Europa League decider at Juventus Stadium, gained the ascendency and seemed destined to take a winning result back to Turin after Carlos Tevez cancelled out Ezequiel Garay's third-minute opener with 18 minutes remaining.
However, another defensive error saw the Portuguese champions regain their lead six minutes from time courtesy of Lima's thunderous effort.
"I think there is great regret for this unjust result," Conte told Sky Sport Italia.
"The game didn't start in the best way, as we conceded after a couple of minutes from a set play and knew the enthusiasm for Benfica.
"However, after that we took control and allowed Benfica practically nothing. We felt from one moment to the next they would capitulate, but instead this goal arrived out of nowhere.
"It's a shame, as at that moment we were pushing for our second goal. We fell asleep at the back. We fell asleep. Let's say we were caught napping there.
"We have understood that the semi-final is open and the Juventus Stadium, when it wants to, is capable of matching the extraordinary atmosphere in Lisbon. It's a final we all want."
The Italian giants only need a 1-0 win to progress to the final and are well placed to avoid defeat, having gone 25 games without a loss on home soil in all competitions.
Juve have also kept five clean sheets in their past eight matches at home.
