The former Juventus and Italy manager, has been linked with a move to Inter Milan.
Speculations claim that his family want him to return to Italy, but Conte has rubbished such stories.
“Honestly it’s disappointing when, in the end, you find yourself thrown on the front page with people talking about you,” he told Sky Sport Italia.
“When I hear other people talking on my behalf, I don’t like it.
“If somebody wants to know how things are, they just have to ask me. How are things? Well we’re gritting our teeth because we want to finish off this season by doing something huge and unexpected and certainly we’ll try to build something important — something important for next season.”