The Blues failed to truly trouble the Gunners at Stamford Bridge as this week's first-leg finished scoreless, with Conte's men failing to convert any of their 21 shots at David Ospina's goal.
That result proved Chelsea's second 0-0 draw and third successive stalemate, and with the return fixture at the Emirates Stadium coming up in less than two weeks' time, Conte knows his side will need to find their ruthless streak if they are to book their place in the League Cup final.
"For sure I think it would be better to win the game," said the Italian. "I think the positive thing is we didn't concede a goal and when you play a semi-final with two games, to play at home and not concede could be important.
"Today we tried to win. We shot 20 times. We created chances to score, but we didn't take them. I think in the last period we must be more clinical, more good offensively. Otherwise, if you don't score, you're lucky the game finishes in a draw.
"After Norwich it's the second nil-nil in a row. We have to reflect on this and try to improve during training sessions and try to improve in this situation."