Morata left Real Madrid in the close season to reunite with Italian Conte, who had coached him at Juventus, and has made a strong start to his career in English football.
The Spaniard has scored six Premier League goals in as many games and also opened his Chelsea account in the Champions League against Real's city rivals Atletico on Wednesday.
"I came to Chelsea because one club and one coach believed in me. Now I have all of these things and I'm very happy," said Morata.
"Was it a big move for me to become the first-choice striker? It's the most important thing," added Morata, who struggled to make an impact at Real.
Morata said the decision to swap La Liga for the Premier League meant he was taking on a "difficult challenge" but was happy Chelsea were fighting for the league title.
"It's the most competitive league in the world. Yes, it's physical. And it's the league with the most teams who can win the title," said the 24-year-old. "There are strong teams, but we're very happy because we're fighting for the Premier League too."
Third-placed Chelsea host early pace setters Manchester City in the league on Saturday.
They have lost only one of their last seven top flight meetings with Pep Guardiola's side.
"It's another big match, another big Premier League match. It's very important for us before the international break to take the three points," said Morata.
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