Off-diagonal profiles of local densities (e.g. order parameter or energy density) are calculated at the bulk critical point, by conformal methods, for different types of boundary conditions (free, fixed and mixed). Such profiles, which are defined by a non-vanishing matrix element of the appropriate operator between the ground state and the corresponding lowest excited state of the strip Hamiltonian, enter into the expression of two-point correlation functions on a strip. They are of interest in the finite-size scaling study of bulk and surface critical behaviour since they allow the elimination of regular contributions. The conformal profiles, which are obtained through a conformal transformation of the correlation functions from the half-plane to the strip, are in agreement with the results of a direct calculation, for the energy density of the two-dimensional Ising model.