The Belgium international Lukaku were sold to Everton and Wolfsburg respectively after not being given much of a chance at Stamford Bridge by Jose Mourinho.
Chelsea are now considering buying Lukaku back, but Standard Sport understands he will cost over £70m and he left for only £28m in 2014.
De Bruyne is now starring for rivals Manchester City following a £55m move.
Asked about the duo's departure, Conte said: "It's always very difficult to always take the best decision.
"Sometimes it can happen that you think one thing and then, in the future, something else happens. A different situation.
"I think, above all, in football it's not simple to give always a correct evaluation for players.
"Sometimes a player who, in the last two years or so, didn't play well goes on to have a fantastic season.
"That happens. But it's not right to talk about mistakes.”
Ronald Koeman is still confident Lukaku will sign a new deal at Everton despite the striker expressing his desire to win major trophies in the coming years.
Lukaku said earlier this week that he wants to be remembered for winning trophies as much as for scoring goals, and admitted the best way to showcase his talent is to play in the Champions League.