Wenger's Arsenal side could salvage something from a season in which they failed to finish in the Premier League's top four for the first time since he took charge in 1996 if they deny league champions Chelsea the double at Wembley.
But if they fail, Conte believes Arsenal would be wrong to part company with Wenger, who is looking to win the FA Cup for the seventh time with the Gunners.
"I know very well Arsene Wenger has done well in the FA Cup and won many trophies," Conte, who could emulate fellow Italian Carlo Ancelotti's 2010 feat of winning both the Premier League and FA Cup for Chelsea, told a news conference.
"I have never won this trophy and tomorrow is a good possibility for me and my team to win the trophy," he said.
"But I don't think tomorrow will be the last game for Arsene. He deserves to be working for Arsenal. He has done a fantastic job. Only this season they haven't qualified in the Champions League.
"Sometimes in England I think you under-value the achievement of qualifying for the Champions League. It is a good target."
Arsenal won their last five Premier League games but finished outside the Champions League spots despite reaching 75 points -- the highest total ever for a team finishing fifth.
Wenger, targeted by some fans who believe it is time for the club to say farewell to the 67-year-old, has so far refused to disclose whether he will sign a new contract.
But Conte was fulsome in his praise for his counterpart.
"When you stay for a long time for sure he is a good manager. We must consider him to be one of the best managers in history," Conte said.
Despite Conte's respect for Wenger, there will be no let-up from the Italian, who wants his side to complete a remarkable season. He says his side must match the desire of an Arsenal side desperate to avoid ending the season empty-handed.
"For Chelsea it is very important to keep the right concentration," Conte said.
"In this aspect we could start as underdogs because we won the league and we celebrated winning it.
"It was right to enjoy the moment, and in the other side we face a team who has lost the chance to play in Champions League. They have only this to go for this season. We must retain great focus and desire."
Conte has no injury worries ahead of Saturday's final and said John Terry would also be on the bench in what will be his final game for the club.
"He will be with us, and for sure he will be on the bench, and then we will see what the game needs in the moment we are playing," he said. "Our aim is to reach another trophy and to see him lift this trophy.
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