The Premier League leaders took over an hour to break down Paul Lambert's side at Molineux, but Pedro's headed goal in the 65th minute and Diego Costa's late strike booked Chelsea's place in the draw for the quarter-finals.
Chelsea are eight points clear at the top of the table and go into the last eight of the cup along with the likes of National League side Lincoln City, but Conte warned against complacency.
He said: "It is early to talk about this. For sure we are in these two competitions, in the league we are doing a great job to stay on top of the table. Now in the FA Cup we are in the quarter-final, I am pleased for this because it shows that we are working very well.
"Honestly, even after this game it is important to understand that nothing is easy. If someone thinks that in the league Chelsea for sure will become the champions and in the FA Cup you can win this trophy, it will be very difficult. We know that.
"We want to try to at the end win some trophies. Because when you are with a good club your work is this: to try to fight to the end and win some trophies.
"We are in a good position now, but we have to work very hard."
Happy to celebrate my 22nd birthday with a win! Tough game but through to the next round! Thanks for the birthday wishes everyone! pic.twitter.com/LZZXbLdUxm— Nathan Aké (@NathanAke) February 18, 2017
Conte defended his decision to field a number of players who have struggled to break into Chelsea's first team this season, such as John Terry and Cesc Fabregas.
"I made seven changes, I think they played very well," he said. "It is not easy when you don't play every game. I think John, Cesc and all the players showed me to have a good form and it means that they are good professionals.
"This challenge was very tough, but after the result this afternoon I tried to warn the changing room about the difficulty of this game, of this competition. I like to repeat in England in every competition there isn't an easy game."
On Lincoln's historic achievement in becoming the first non-league side to reach the sixth round since 1914, Conte said: "This a great achievement for them. It is the beauty of the FA Cup. In Italy it is impossible for this to happen.
"It shows that anything can happen in football if you have a great will to fight and have the challenge. They deserve to have a great compliment from me, Chelsea and the whole country."