The full-back, who came off the bench against Belgium, but has started Italy's last two games at Euro 2016, admits he was fortunate to be selected for his country due to his indifferent club form.
Now he hopes to repay Conte's faith by extending the 46-year-old's stay in charge of the national team beyond Saturday's quarter-final clash with Germany.
"Conte has certainly helped me a lot because he's made me feel his faith in all stages of the season, calling me up during the months in which I was not at my best," De Sciglio said.
"He made me feel part of this squad, giving me his faith and making me realise and feel that I am a big player for this squad and for him. Certainly he's helped me a lot.
"We're very close and together we can enhance each other's qualities."
De Sciglio feels Italy's performances so far in the tournament have mirrored the passion and pride of their coach.
Conte became so frustrated with a mistake from one of his players during the 2-0 win over Spain on Monday that he booted the ball away in anger.
"Conte transmits determination. Fighting for every ball is our strength as we don't have superstars," De Sciglio added.
"He would be on the pitch with us if he could be. He's taught us to fight for every inch."