We derive the conformal Ward identities for the correlation functions of the Stress--Energy tensor in probabilistic Liouville Conformal Field Theory on compact Riemann surfaces by varying the correlation functions with respect to the background metric. The conformal Ward identities show that the correlation functions of the Stress--Energy tensor can be expressed as a differential operator with meromorphic coefficient acting on the correlation functions of the primary fields of Liouville Conformal Field Theory. Variations of the metric come in three different forms: reparametrizations, conformal scalings and deformations of the conformal structure. Conformal symmetry makes it easy to treat variations of the metric that do not deform the conformal structure. Variations that deform the conformal structure have to be treated separately, and this part of the computation relies on regularity and integrability properties of the correlation functions of Liouville Conformal Field Theory.