Chelsea were beaten 2-1 in the second leg of their semi-final after taking the lead at the Emirates Stadium.
The result capped a difficult period for the south London club, who have now failed to win six of their last seven games, discounting the penalty-shootout win over Norwich City in the FA Cup.
The manager said his squad was under pressure due to a number of injuries and he was seemingly unhappy at a lack of activity in the transfer market.
"I don't have a big impact in the transfer market," he told reporters.
"About the transfer market, from the summer there is the club and the club decides for every single player."
Chelsea have been linked with a move for AS Roma forward Edin Dzeko, and media reports in Italy on Wednesday said a deal was close.
Chelsea have reportedly targeted several strikers in the January window, including Andy Carroll and Ashley Barnes, as Conte looks to ease the burden on Alvaro Morata.
When asked about Dzeko, Conte reiterated that the situation was out of his hands.
"I don't like to speak about the transfer market, the club decides our transfer market, as I said before my task is to try to improve my players," he said.
(Reporting by Toby Davis, editing by Ed Osmond)
Share
