Pelle has started his Premier League career with a bang - scoring four goals in seven matches for Southampton, while he has also struck once in two Capital One Cup outings to become an instant favourite at St Mary's.
The former Feyenoord striker has yet to make his senior international debut for Italy but looks set for at least some minutes off the bench versus Malta when his country visits the Mediterranean island on Monday.
"Pelle? He is an option, as I never call someone up just as a reward for doing well at club level," Conte told his pre-match media conference on Sunday.
"He is an option, just like (Ciro) Immobile, (Sebastian) Giovinco and (Mattia) Destro."
Italy defeated Azerbaijan 2-1 on Friday to sit just behind Group H leaders Croatia (both six points) and another victory against bottom side Malta could see Conte's men overhaul the Croatians, who host Azerbaijan.
Conte will make changes to his starting XI to keep it fresh.
"We are playing three days later, so there will be some changes in the Italy side against Malta," he said.
"However, telling you the names seems a bit much."
'Obviously Messi is the best player in history and being compared to him means that you're doing things right, but I try to be myself': Barcelona star responds to comparisons with Argentine legend
'Darwin Nunez would be gold for Arsenal': Liverpool legend claims Gunners should have signed Uruguayan striker in January
