The Blues made a strong start to the new season with back-to-back wins in their first three matches, before embarking upon a poor run of form in September that saw them suffer back-to-back defeats to title rivals Liverpool and Arsenal.
That left Conte's side seventh in the Premier League heading into the international break, with media reports suggesting that the Chelsea board were pondering a managerial change.
The Blues were quick to dismiss the story as "absolute nonsense", while Hazard, who has been with the London side for four years, praised the Italian for instilling confidence into the squad.
"[Conte] is good," the Belgian said, according to The Mirror. "We started well with three wins, then we suffered two defeats after the international break and then we won again. He has tried to bring confidence to the players.
"We are fit because we ran a lot in pre-season! You need to do this to stay at the top. We want to improve with this manager."
Conte laughed off the story during a press conference earlier on Friday, telling reporters that it had made him "smile".