Chelsea came from behind to secure a 2-1 win at the Wanda, with Morata cancelling out a Griezmann penalty, before Batshuayi sealed the victory with the last shot of the game.
Conte shifted focus to the Premier League, as they have to face a City side on Saturday, who played their own UCL game on Tuesday in England.
“I think in this case we are a little bit penalised — don’t forget, Manchester City played yesterday at home,” he said of Pep Guardiola’s side, who are three points above his own at the summit ahead of their trip to Stamford Bridge.
“We played tonight, away. For sure, we will return to London at around 4am. To have only one day to prepare for this type of game is not right.
“Honestly, I’m very surprised to see that we have to play on Saturday, not on Sunday. I don’t understand why.
“But we want to be ready and we have to face this game.”
Chelsea were on top against Atletico for the majority of the match and Conte was pleased with the positive performance.
“If you win just defending and counter-attacking you don’t get the right satisfaction,” he said.
“Instead, to come here and show we are ready to play, and that we want to understand where we are, that’s very important.
“As you know very well, it’s very difficult when Atletico Madrid score to come back. But, despite this, we deserved to win.”
Conte added: “I always repeat to my players that it doesn’t change whether you play at home or away. You have to play with the same personality and desire to play football, and also to try to deserve to win.
“There are very strong teams in this competition. Atletico are one of them and we are starting to build something important.”