Conceicao has just returned from Saudi Arabia after leading Milan to victory in the Supercoppa Italiana tournament.
Scaroni said: "Did I expect it? I have to say that I expected it a little because he has that character, but it seems to me that everything is going in a good direction. Let's hope it continues.
"We have many (goals). We want to stay in the Champions League of course and also in the league we must do better for sure, there is no doubt.
"I have always said that being in the Champions League next year is fundamental."