Conte has admitted the Blues worked hard to lure Van Dijk to Stamford Bridge, before the Holland defender eventually signed for Liverpool in a record £75million deal.
Asked if he was disappointed not to recruit Van Dijk, Conte said: "This is football. This is life. For sure he was our target but as you know this is football.
"We can have a lot of targets but you must be able to reach those targets. The transfer market is not simple for any club."
Conte will now switch to other targets in the January window and clearly has a large transfer budget as the Blues were willing to match the £75million budget for Van Dijk, who had his heart set on playing for Liverpool.
Chelsea have already added Ross Barkley to their ranks, but Conte would also like another central defender and striker before the window closes at the end of the month.