The Blues beat Werder Bremen 4-2 during a pre-season friendly using the Brazilian's preferred formation.
However, Conte has also been experimenting with the 4-4-2/4-2-4 system in other fixtures, with Michy Batshuayi and Diego Costa in attack.
Oscar, 24, would rather play a 4-3-3 because he's given more freedom to push forward and link up with Eden Hazard and Costa.
"I think we have played better with the 4-3-3 than when we have played 4-2-4, but we have two formations and always we try our best.
"I like playing in a 4-3-3 because I can score more goals and also create more and tackle in midfield, which I like to do to help the team.
"I am feeling good. We are ready, and now we are all just looking forward to starting the season."