The Proteas' record in Test matches in India is not pretty, having last won a series in the longest format in the country in the year 2000 while they have no wins in their last seven matches there.
Conrad though believes the current squad will have a better opportunity than previous South African sides in the two-match series, starting at Eden Gardens in Kolkata on Friday, due most members being involved in the Indian Premier League (IPL).
While plenty of players in Proteas' squad have never played a Test match in India before, they have been to the Asian country, and to different venues, with various IPL teams.
The victory against Australia in the WTC final at Lord's in June will also help the tourists with confidence, according to their head coach.
Conrad said: "We're quietly confident that we can make history of our own here in Eden Gardens and in India.
"I compare this series and this match to that (WTC) final. That's how big it is for us. I don't think there's been a bigger challenge.
"I think previously you come to India as a newbie and not having experienced India before, you can be in awe and you can be taken aback by the occasion.
"I think because our guys are comfortable in the environment, they're comfortable with the opposition they play against because of their involvement in the IPL.
"I certainly believe that it does make it slightly easier for us to adapt to conditions. It's not foreign to a lot of these guys and certainly the opposition aren't foreign.
"I'm expecting an evenly fought contest. It's still going to be helluva difficult. We had the final against Australia that we won, which was massive."
The Proteas mentor also believes he has a trio of spinners available in his squad that will test the home batters in subcontinent conditions.
Keshav Maharaj, Simon Harmer and Senuran Muthusamy all shone on the recent tour to Pakistan.
"Having good spinners in your team, does that add spice to the overall contest? Yes, I think it gives us a lot of confidence," Conrad said.
"Not saying that we didn't have good spinners in the past, but we certainly think we've got a better pack of spinners now in Keshav, Simon and Sen.
"It gives us a lot of confidence that if the conditions are (conducive) we feel that we've got the armoury to obviously challenge India in that respect as well."