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At least 22 people were injured after a bomb exploded on a packed London Underground train during the morning rush hour on Friday in what police are treating as a "terrorist incident".
Witnesses reported seeing a "wall of fire" and passengers with facial burns at Parsons Green station in west London after the explosion.
Parsons Green is only a short distance from Chelsea's Stamford Bridge home.
But Chelsea manager Conte believes it is important for the Premier League champions to play Arsenal if possible to prove that terrorists can't disrupt the fabric of society.
"I'd like to say all our thoughts are for the people affected in the incident on the tube," Conte told a press conference at Chelsea's Cobham training ground on Friday.
"For sure this type of situation is very dangerous, your mind goes to the people in this situation.
"I think we have to try to think only to play the game. This is the best way.
"We have to continue, to show we are stronger than them (the terrorists)."
The Premier League have given no indication that they are considering cancelling the match, while a Chelsea spokesman encouraged fans to arrive at the stadium earlier than usual due to a likely increase in security checks.
"For sure there is great disappointment about this (incident). A lot of the time it is very difficult to understand why (it happens)," Conte said.
"I remember when I was the Italy coach, there was a terrorist attack and we had to play against Belgium.
"In this case it is important to continue.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)