The Italian, however, told reporters on Friday that he was fully focussed on improving the team and had a good relationship both with the club's hierarchy and his players.
"I'm trying to find who put the money on," Conte joked.
"It's very difficult to talk about this situation because I'm focussed on my work to improve the team. I have a good relationship with the club and with the team so I take this with a smile."
"We are working very hard to change the situation of the past. We are trying to build something important for the present for the future."
The 47-year-old confirmed that Terry, who has missed the last three league games with an ankle injury, was back to full fitness.
"Yes, he's available. He came back for a training session in the middle of the week. He's recovered from the injury. I prefer I don't give away the line up today. I'll try to take the best decision for the team," he added.
Conte hailed the work of compatriot and Leicester manager Claudio Ranieri, who led the 5,000-1 outsiders to the Premier League title last season, succeeding 2015 champions Chelsea.
"I was very happy, not only me, but the Italian people that Claudio won a fantastic title. He had a great celebration in Italy. He is a good manager, a good man and I have a good relationship with him," he said.
Leicester are 12th in the table on eight points after winning two of their seven league games this season.
The Foxes lost defensive midfielder N'Golo Kante to Chelsea in the close season and Conte said the Frenchman had quickly become one of his most important players.
"We are very pleased to have him," he said. "He has good stamina, good technique and personality. I like players who put the team above himself."
(Reporting by Ian Rodricks in Bengaluru, editing by Mitch Phillips)
