Mourinho's two games as United boss at his former stomping ground ended in defeat, 4-0 in the Premier League and 1-0 in the FA Cup.
The Portuguese cut a frustrated figure, but then United beat Chelsea 2-0 at Old Trafford in the return league game in April.
"Don't forget that they won 2-0 in the second game at home," Conte said. "Every coach, every player, every team wants to win. Not for revenge, but because you need to win."
Conte may "need to win" more than most. The Italian hopes Chelsea's lacklustre performance at Roma was a one off.
The Blues will seek to bounce back from Tuesday's 3-0 Champions League loss on Sunday against United.
"This is my task: to try to understand why we lost, and then to find the right solution to try and improve, to avoid other situations like this," Conte said. "The most important thing is that it is an isolated case."
However, Chelsea, who brilliantly won at Atletico Madrid in September, also limply lost at previously winless and scoreless Crystal Palace last month.
That was before the trip to the Eternal City on Conte's first return to Italy, which ended in disappointment for the Blues boss because his team surrendered prematurely.
"My disappointment was that we lost confidence early," Conte said. "We could have 50 minutes to come back in this game. Instead, in the second half, we played badly. It was for this reason, my disappointment."
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