Calciomercato.com says he has already rejected two offers from Inter Milan for the Dane.
Christensen was recalled from a two-year loan spell with Borussia Monchengladbach in the Bundesliga this summer.
However, the defender has started just five games in all competitions.
Christensen was a target for Inter Milan in the summer.
But Conte refused to sell Christensen as he sees the defender as an integral part of his plans at Stamford Bridge. Inter will try again in the New Year, but Conte will remain steadfast.