Graziano Pelle scored the only goal of the game on his debut as Italy made it three wins out of three in their Euro 2016 Group H qualifying campaign on Monday.
Malta saw captain and main goal threat Michael Mifsud dismissed for a dangerous tackle on Alessandro Florenzi shortly after Pelle's 23rd-minute strike, though the numbers were evened up for the final 17 minutes when Leonardo Bonucci was sent off for denying a clear goalscoring opportunity.
Italy were comfortable throughout the game, and could have added to their margin of victory had they made better of chances which saw them hit the woodwork on four occasions.
"The result was good," Conte told Rai Sport. "We should certainly have done more in attack, but we hit the woodwork four times.
"We can do better and I am convinced having nine points in the table should give us confidence.
"The lads put the effort in, it was the second game in three days and some players felt the fatigue. We won, we could've been more consistent in front of goal and we complicated our lives with that Bonucci red card, even though I think it was a bad decision.
"I think the lads gave what they had tonight. These are four games in six weeks, Italy won all four, and apart from one chance we didn't run any risks at the back.
"We have to improve, but these are four straight wins that ought to build our confidence and morale. Now we await the game with Croatia [on November 11]."
Debutant Pelle was thrilled to have struck his maiden international goal, and the Southampton forward hopes his match-winning effort will be rewarded with more caps in the future.
"I am happy, everyone has a different journey and I am glad I got here, especially as to score is the most important thing for a striker," he said.
"I had another chance too and it's a shame that one didn't go in. On the one hand it's positive, but on the other I am very harsh on myself, as I could've done a lot better.
"I got along well with Ciro [Immobile] and we worked with the coach during the week to find new options.
"I am Italian and so proud to be wearing the Azzurri jersey. I hope I get the opportunity to wear it again."