The Italian believes surprises happen in football and that it was a shame for the Gunners and City in particular.
Arsenal were dumped out of the competition 10-2 on aggregate by Bayern Munich, while Pep Guardiola’s side went out on away goals to Monaco.
The one success story of this season, in terms of the Premier League, is the fact Leicester have made it into the quarter-finals.
“This is football because there are these kinds of surprises”
Chelsea manager Antonio Conte
Conte said: “I can talk about the difficulty in this case City and Arsenal, Tottenham faced.
“It is very strange to see Leicester struggle to keep the Premier League, now they are playing the quarter-finals of the Champions League.
“This is football because there are these kinds of surprises.
“It is a shame for City and Arsenal.”
Leicester will face Atletico Madrid in the last eight after the draw was made earlier today.
And although the Foxes have enjoyed their European football this season, they have struggled in the Premier League and find themselves down in 15th place, just three points clear of the relegation zone.