After Paris Saint-Germain completed a world-record £200m deal to lure Neymar from the Nou Camp, The Sun claimed Barcelona would use the funds to try to sign Hazard and Liverpool's Philippe Coutinho.
But Conte insisted Hazard, who will miss the Community Shield clash with Arsenal at Wembley on Sunday and Chelsea's Premier League opener against Burnley with an ankle injury, will be back at Stamford Bridge for the upcoming campaign.
We are trying to buy the players, not to sell them," said Conte, when asked about Hazard moving to Barcelona. "Otherwise the number is always less and we are in trouble.
think these are rumours and Eden is very happy to stay with us, to play with Chelsea and to start the new season. To recover [from] his injury and to start the season with us. I think so."
Chelsea will also be without £34m midfield signing Tiemoue Bakayoko for the start of the season, while Conte has raised doubts about record transfer Alvaro Morata's fitness.
The Blues head coach admitted he needs multiple reinforcements in order for the champions to compete with their rivals.
"It's very important to try to improve our squad, we have a small squad," Conte added.
"I think only one player is not enough to improve our team. We need more players, not at the top level like Neymar, more players to improve our quality."