The champions suffered their first opening-day loss for 19 years after failing to recover from a first half that saw Gary Cahill sent off before Burnley raced into a three-goal lead, courtesy of Sam Vokes' double and a superb Stephen Ward strike.
Alvaro Morata almost inspired a comeback as a second-half substitute, scoring before setting up a late strike for David Luiz, a goal that came after Cesc Fabregas' removal for a second yellow had seen Chelsea reduced to nine men.
Conte was proud of the second-half effort, but acknowledged Chelsea lost their heads after Cahill saw red, a period in which Fabregas got his first booking for sarcastically applauding referee Craig Pawson, who came under pressure from the home players and supporters.
"The sending off of Cahill was a key moment, because to play the rest of the game with 10 and then nine men is not easy," Conte told Sky Sports, referencing the FA Cup final and Community Shield, when Chelsea also had players sent off.
"In the last three official games we have finished with nine or 10 men. I have to try to adapt a new system and to anticipate this situation of playing with nine or 10 men in the next game.
"I don't want to comment on the referee, absolutely not. We tried until the end to reach a good result against Burnley - it was a pity because our fight in the second half was very good.
Conte says Cahill's red card was key. 'We lost our composure after this red card and we have to improve a lot in this aspect.' #CHEBUR— Chelsea FC (@ChelseaFC) August 12, 2017
Conte says he saw 'two faces' in his side today, one negative before half-time and one positive after it. #CHEBUR— Chelsea FC (@ChelseaFC) August 12, 2017
Conte says his players showed great commitment, will and desire in the 2nd half and he is proud of that. #CHEBUR— Chelsea FC (@ChelseaFC) August 12, 2017
"But our first half we kept losing our heads - after the red card we lost our heads a bit, conceded three goals and then it's very difficult to change the final result.
"We must focus on working very hard with these players. As for the transfer market, the club is trying to do the best. I am not worried, I am ready to fight with these players.
"I repeat: it is important for us to be concentrated on our work, to be focused every day in training and to try to work in our best way. No excuses."
The Chelsea boss also dismissed the idea this result will send a message the board needs to be active in the final few weeks of the transfer window in order to bring in new reinforcements.
"But why this question? You are not satisfied with my starting XI? You don’t know me very well," Conte said.
"You can see that in our pre-season, in every friendly game I played the best formation and it happened also today, because my choice was to put the players we have in this moment.
"I don’t this appetite for someone to send a message. Why do I have to send a message? Why?
"I want to win. I want to win today. I wanted to win not to send a message to my club."