The Azzurri have come in for criticism despite winning their opening two Group H games, labouring to a 2-1 victory against Azerbaijan in Palermo on Friday.
Defender Giorgio Chiellini scored all three goals in that game, putting Italy in front before half-time only to divert the ball into his own net with 13 minutes remaining.
But he came up with a winner late on to spare his side's blushes, although Conte hopes they will learn from that let-off.
"These are games where you face a team that played with almost 10 men man-marking," said Conte. "They took on Bulgaria with a different attitude, which I suppose means they respect us.
"We have six points after two games, that is positive, so let's continue.”
He added: "I have complained about my teams on occasion when we won. [Now] I complain that we need this as an experience not to leave games in the balance."
That victory followed a 2-0 success in Norway, but Italy are still locked at the top of the group with Croatia.
Malta, meanwhile, are without a competitive victory since beating Armenia 1-0 in a World Cup qualifier in June 2013.
That campaign again saw Italy and Malta in the same group, with Italy winning both contests 2-0.
They may have to do without Simone Zaza (jaw) and Mattia De Sciglio (shoulder) if they are to continue that good run, though, after the pair suffered slight concerns in Friday's victory.
The visitors will still enter Monday's match as heavy favourites, but that will not worry Conte's opposite number, who knows exactly what to expect.
Malta's Italian coach, Pietro Ghedin, was part of the Azzurri’s coaching staff at three major tournaments between 1998 and 2002, and is looking forward to facing his home nation.
"Italy have great personality," he told UEFA.com. "I always have great feelings as I look back to my days with the Azzurri but now I work for Malta.
"I am quite upbeat about my squad. The important thing is that my boys are improving all the time and are getting there."
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