Chelsea tried to pursue a deal for Kyle Walker after realising they were going to miss out on Real Madrid full-back Danilo, according to the Evening Standard.
When Chelsea tried to swoop in for the Englishman, terms and the transfer fee with Manchester City were already agreed.
Chelsea were set to sign Danilo, but late in the day, Manchester City came calling and he opted to go there.
When Conte spoke to a select group of media, this is what he had to say on Kyle Walker:
"If you want Walker, you know that Walker is expensive. We tried to buy Walker. Honestly, I think now every single player is expensive. For you to even enquire about one player, he is expensive."
Chelsea are firmly still looking for a full-back, and have been linked with several in last few days, most notably, the ongoing chase with Juventus, for their Brazilian full-back Alex Sandro.