The German defender was left out of the match-day squad for the Blues as Chelsea FC managed to come from two goals down to earn a 3-2 win against the Saints on the south coast.
Rudiger has been a regular fixture in the first team at Stamford Bridge since his transfer to the club from AS Roma last summer.
He has scored two goals and made one assist in 23 Premier League games for the Blues but he was a notable omission on Saturday as the Blues secured a needed victory over the Saints.
Now, the defender has admitted that he does not know why he was left out of the squad by Conte this weekend.
Speaking on German TV show Das aktuelle Sportstudio, Rudiger said: “I have no idea [why I didn’t play]. I am fully fit.”
Rudiger will be hoping to be involved when Chelsea FC return to FA Cup action next weekend with a crunch clash against Southampton in the semi-finals on Sunday.
The Blues are aiming to at least win the FA Cup this season as they look to end what has been a largely disappointing campaign with a trophy.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news