Yet Conte's side rewrote the script and swept to the Premier League title by seven points from Tottenham Hotspur and are the favourites to round off a remarkable campaign by beating the Gunners at Wembley.
Defeat for Arsenal would place further scrutiny on the future of manager Arsene Wenger, who is in danger of damaging his legacy by clinging on too long.
Asked if Saturday will be his final game, Wenger said: "It won't because I will stay in football". I think that's the best for a competitor to have such a game at the end of the season. Because he showed in this 20 years to be a great manager.
Arsenal left Highbury to move around the corner to the Emirates in 2006 but had to spend several years paying back their new 60,000 capacity arena.
"It's not about me, it's about us winning the trophy and giving everything to achieve it".
Amici 2017 Serale, anticipazioni e ospiti finale 27 maggio
Il finalista che avrà il maggior numero di voti a fine serata verrà incoronato vincitore di Amici per l'edizione 2016. Nella prima fase , gli allievi si affronteranno in varie prove esibendosi nelle loro migliori performance.
"Modern football is very unsafe and our job depends on results". Not that Wenger, whose contract is due to expire, was in any mood to clear things up at his pre-match news conference.
"Don't forget that he won and he won a lot".
"I'm sure something similar will be required to beat them in the final as well".
Arsenal recorded a commanding 3-0 win over Chelsea in September but that result proved to be something of a catalyst for the Blues' season, with Antonio Conte's side roaring to title success after switching to a back three for the remaining matches.
"But in that moment they were very busy and for this reason I haven't the possibility". He gave me that opportunity and I didn't look back after that. "I would have liked to, but it wasn't possible".
Former Chelsea forward and manager Gianluca Vialli said this week that he hopes Conte will remain at the club for 25 years, and while Conte admitted he would be interested in the same, he also highlighted how hard this would be.
"But knowing the player, his character and his commitment to the club, which I don't question at all, he will do absolutely everything to be fit on Saturday".
"I have big respect for him and he as well respects what I have done in the game".