Costa scored his seventh Premier League goal of the season as Chelsea beat the champions 3-0 at Stamford Bridge.
The Spain striker is one yellow card away from suspension and appeared to call for his own withdrawal midway through the second half.
Had he been booked he would have missed next Sunday’s reunion with Jose Mourinho, when Manchester United are the visitors.
Conte insisted it was his choice alone not to take off Costa and downplayed suggestions the striker was feeling his troublesome hamstrings.
“If I can, Costa I keep him until the end,” Conte said.
“I can take the risk about this, for a yellow card or for injury. I decide.
“Diego is in good shape. Costa is an important player to us.
“He has a good personality. We need his passion in every moment of the game.”
Southampton have announced plans for a two-week tour of China as part of their pre-season preparations for the 2018-19 season.