Conte rested everyone who had started in Napoli's 1-0 win at Torino on Sunday. But the result was that Tijjani Noslin scored a hat-trick to fire Lazio to a victory that knocked Napoli out of Coppa Italia.
"We made a very well-considered choice ... We have a long season ahead of us. We can't make the sign of the cross and hope that no one gets injured," Conte told reporters.
"These are matches where we wanted to make assessments. After this match you will make your assessments, I will make mine, and the club will make its assessments ... Evaluations are subjective, and mine are the most important."
Napoli, who are top of the table in Serie A with 32 points from 14 matches, are four points ahead of fifth-placed Lazio, whom they play again on Sunday, this time in the league.
"It will definitely be a different game, we'll be playing at home and in a different competition," Conte said.
"Lazio is definitely a very good team and also equipped to play in the Europa League. They have a valuable squad as demonstrated again today. We will try to play our game."