The Blues are away to Atletico Madrid on Wednesday, looking to end a run of four matches without a victory against Diego Simeone's men.
Atletico's city rivals Real Madrid have won the Champions League in three of the last four seasons and La Liga clubs have won seven of the last 12 tournaments, compared to two winners from the Premier League.
In the Europa League it is a similar story, with Spanish sides victorious in five of the last eight seasons. It is a pattern Conte wants Chelsea to end, despite acknowledging Atletico's strength.
Asked about Spain's success in the Champions League at his pre-match media conference, Conte said: "In the last few years in these competitions Spanish teams have dominated Europe, also in the Europa League.
"It means they are very strong, they have a lot of experience in these competitions.
"This is the truth and I think we have to change the history, it has been like this for the last few years."
He continued: "Atletico are a really good team with great experience.
"They always play a great competition and to reach the finals of the Champions League is not simple, it means you are strong and able to have a good tournament.
"They have a good team and coach. Chelsea last year didn't play this competition, we are excited and have great enthusiasm and desire to show we deserve to play in it.
"It's important to play this type of game against one of the best teams in the Champions League to understand where we are."
Gearing up for Atletico! pic.twitter.com/WMymosZg6N— Chelsea FC (@ChelseaFC) September 26, 2017
Conte is yet to win the Champions League as a manager, but understands winning Europe's biggest trophy is a process that takes time.
"I don't like to speak about myself," he said. "It is an important competition for all.
"You have to build and season by season you have to improve your team and then try to be competitive. Everyone wants to do their best in this competition. We have to play every game in Europe with the will to win."
Chelsea thrashed Qarabag 6-0 in their Group C opener, while Atletico drew 0-0 away to Roma, a solid result Conte feels could have easily been better for Simeone.
"I watched Atletico against Roma, they played very well - maybe they deserved to win the game," said the Italian.
"If you see Atletico you see a team well organised. The football is very important. In LaLiga you have Barca and Real Madrid and it is important to be well organised.
"I see this, which means the coach is a really good coach, the players are totally able to play with or without the ball."
Diego Costa is not eligible to play for Atletico until January, but that did not Conte again being asked about the former Chelsea striker.
"As I have said, I have no problem with Diego Costa and we wish for him the best for the future," said the Blues boss. "We want to thank him for last season. I have no problem with him."