The 1-0 reverse was the second consecutive defeat for the Azzurri after earning a battling win against Juventus.
Conte admits he has concerns over their game management, though insists he cannot criticise his players' efforts.
He said, "We need to be good at working on the mental aspect. In these situations, you need to use skill and cunning, understand the moments, and the stadium is also against you. You have to know when to cool things down.
"The lads need to understand situations and moments, to steer the ship when the sea is stormy. We weren't able to do that in these 20 minutes, and after conceding the goal, it was as if we had freed ourselves, starting to produce, but without managing to score.
"What we need to do is keep working, trying to show unity, compactness, without losing enthusiasm and the desire to fight and fight. I also struggle to criticize situations, because I see what these lads are doing, I see how they are dealing with this emergency, they are giving everything, we must continue to work and improve these situations."
Conte added, The statistics were quite clear, we have suffered seven defeats between the league and the Champions League, away from home. I told the lads, we must keep working, be ready to face a difficult year, we must honour the shirt and the Scudetto."
The result sees Napoli drop to third on the Serie A table, two points behind leaders Inter Milan.