Conley joked that his teammates were to blame for his snub following the Jazz's 114-89 win over the Los Angeles Lakers on Wednesday night.
"Man, it was tough. I really, really thought this was the year," Conley said, according to ESPN's Tim MacMahon.
"I joked with the guys on the team that I blame them. We should have started the year 31-0. Maybe that would have given me a chance, but I don't know what else to do."
The 33-year-old has yet to be selected for an All-Star Game in his 14 seasons in the NBA. A week earlier, he told reporters he felt he had played well enough to at least be named an All-Star reserve.
Conley is averaging 16.3 points, 5.7 assists, 3.6 rebounds, and 1.5 steals in 26 games this season.