Last season, he made 15 league appearances under Jose Mourinho and Guus Hiddink in a difficult campaign for Chelsea.
But Conte, who arrived in west London this summer, is keen for the 22-year-old to get more experience away from the club.
And Rahman revealed the Italian is set to adopt a conservative approach at Chelsea.
"Chelsea manager Antonio Conte told me that he wants his team to be very defensive, but I am a rather offensive full-back," Rahman told German publication Ruhr Nachrichten.
"So I would have had very little playing time. Conte advised me to leave on loan. We will see what happens after this season.
"I already know Markus Weinzierl from my time at Augsburg and we worked together very well there.
"He always gave me a lot of confidence. That is one of the reasons why I think Schalke were the best option for me."
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