Juve are not yet assured of the Scudetto, but moved one very large step closer with a 1-0 victory over Bologna on Saturday - keeping them eight points clear of the capital club with four games remaining.
The title-holders are away at Sassuolo next, before potentially clinching the silverware against Roma in their third-last game of the league campaign.
Chiellini, though, said it has been a more worthwhile challenge to still have a live opponent in the Scudetto race.
"We have to thank Roma, as they keep us alive and remind us how difficult it is to win every single time," the 29-year-old told Sky Sport Italia.
"They deserve praise, as they are making sure we really enjoy this title because it is so hard-fought."
Chiellini was aware Juve are just one Roma slip-up away from being assured of the silverware yet again, which would complete an impressive hat-trick in the club's history.
"We're nearly there. This was a very important win, we are really so close to this third consecutive Scudetto," he said.
Chiellini said coach Antonio Conte's half-time message was regarding their intensity, which was flat in the first 45 minutes, and their response resulted in Paul Pogba's 64th-minute winner.
"Conte just told us to raise the tempo and that's what we did, going up a gear. We knew Bologna were an organised side that didn't leave many spaces, but it was a deserved victory," he said.
