The Italian boss missed out on his number one target, Romelu Lukaku, despite Chelsea appearing in pole position to sign the Belgian talisman earlier in the summer.
Lukaku was said to have ‘unfinished business’ at Stamford Bridge following his disappointing first spell at Chelsea, but the 24-year-old ultimately opted to join Manchester United in a deal worth £75million.
Conte has now been forced to look elsewhere for attacking reinforcements, with Pierre-Emerick Aubameyang, Alvaro Morata and Andrea Belotti raised as potential targets.
The Blues have registered an interest in Sergio Aguero although Manchester United are understood to be unwilling to entertain any offers for the Argentine star.
According to the Daily Telegraph, Conte is also an admirer of Benteke and could sanction a move for the former Liverpool attacker.
However, it is claimed the 26-year-old, who scored 15 Premier League goals last season, would be seen as a back-up striker behind a marquee signing.
Benteke has endured a mixed time in England since joining Aston Villa in 2015. He scored 42 goals in 89 games at Villa Park before joining the Reds for £32.5million.
But the Belgium international would only spend a year at Anfield and was allowed to join Palace after a frustrating spell on Merseyside.
Conte is searching for a new striker after telling Diego Costa he did not have a future at Stamford Bridge, despite him scoring 20 league goals last season.