The Italian champions reached the league summit last weekend courtesy of a 2-0 victory over Livorno, as Roma drew their third game in a row with Cagliari.
Juve have won back-to-back Scudetti, but Conte expects to be challenged this term, with Rudi Garcia's capital club yet to taste defeat.
And the former midfielder warned his charges to remain focused as their rivals attempt to knock them off their perch.
"We know it will be difficult to maintain top spot," he said.
"Whoever faces us always plays the game of their lives."
Juve's next test comes in the shape of Udinese on Sunday, and Conte hailed the work done at the Stadio Friuli by Francesco Guidolin.
"We know how Udinese play," he added. "Guidolin has worked miracles over the past few years, getting them into the Champions League and Europa League.
"Udinese have excellent, quick counter-attacking players and we’ll need to be on our guard. I don’t think it will be an easy game."
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