Field-theoretical calculations performed in an approximation scheme often present a spurious dependence of physical quantities on some unphysical parameters associated with the details of the calculation setup (such as the renormalization scheme or, in perturbation theory, the resummation procedure). In the present article, we propose to reduce this dependence by invoking conformal invariance. Using as a benchmark the three-dimensional Ising model, we show that, within the derivative expansion at order 4, performed in the nonperturbative renormalization group formalism, the identity associated with this symmetry is not exactly satisfied. The calculations which best satisfy this identity are shown to yield critical exponents which coincide to a high accuracy with those obtained by the conformal bootstrap. Additionally, this work gives a strong justification to the success of a widely used criterion for fixing the appropriate renormalization scheme, namely the principle of minimal sensitivity.