Inter Milan closed out a solid 2019-2020 Serie A campaign on Sunday (AEST), beating Atalanta 2-0 in Bergamo to secure the runner-up spot in Italy's top flight.
Having already backed Conte significantly in the transfer market, Inter is expected to further strengthen ahead of the 2020-2021 campaign.
One somewhat outlandish report in Italy has claimed Inter is trying to lure Barcelona icon and Ballon d'Or holder Messi away from LaLiga, with his future a little uncertain because of turbulence at Camp Nou.
But Conte will remain realistic, particularly after Inter chief executive Giuseppe Marotta likened the rumour to a "utopian" fantasy.
"Look, only I know what I had to do to get Lukaku," he joked after the match.
"Trust me, at the end of the season we will make evaluations."
Lukaku, a 2019 arrival from Manchester United, finished his maiden Serie A campaign as Inter's top scorer, having netted 23 times, and Conte paid tribute to the Belgium striker along with his attacking colleagues Lautaro Martinez and Alexis Sanchez.
"He is strong, I was already looking for him at Chelsea but then he went to United," Conte said of Lukaku. "He is an atypical footballer who can be a point of reference, but he can improve.
"Today, I also liked Lautaro and Sanchez. It is thanks to these guys if we scored 81 goals and if we finished second."
Inter chief executive Giuseppe Marotta also dismissed the chance of Messi swapping Barca for Inter after Sunday's (AEST) win at Atalanta.
"We have to be realistic, it's a dream. These are fantasies," Marotta said.
"Messi is an absolute top player who is with his ideal club like Barcelona, where I think he will end his career. So, I repeat that this is a pure dream."