Morata has been heavily linked with a move to Stamford Bridge at the end of the season as he struggles to establish himself as a first-team regular at Santiago Bernabeu.
But the striker, who became the first Spanish player to score a hat-trick for Madrid in eight years with his treble in Wednesday's 4-2 La Liga win at Leganes, insists he is only focused on the 2016-17 season.
Morata stressed he has not heard about reported interest from Chelsea and will not allow himself to get distracted ahead of a key period of matches against the likes of Atletico Madrid, Bayern Munich and Barcelona.
"If Conte is continuing to call me then it will be my old mobile phone because nothing has come to me," Morata said in quotes reported by AS. "He won't have my new number.
"I feel good at Real Madrid and that is the important thing. I'm getting goals, I feel important and I have to keep it that way.
"I cannot think about next season when we have the most important and hardest part of this season in front of us now.
"The most important thing is that we have won against Leganes. Now we have a difficult schedule and have to win everything possible. That is what we are here for."
Asked about rumours linking Madrid with a big-money move for Monaco wonderkid Kylian Mbappe, Morata insisted that was to be expected.
He added: "This is going to happen here, but look, Madrid have won two Champions Leagues when they have had more Spaniards and I think that is no accident."
Morata was making only his 10th league start of the season at Leganes, but the 24-year-old stressed he will not complain to Zinedine Zidane.
He continued: "It is clear that you always want to play. I work to play. The rest is not really in my hands. I have talked a lot with Zidane, but I have never told him I need to play more.
"I am not here to complain, I am here to work and to win with the team."