The 21-year-old has never settled at Stamford Bridge, spending consecutive seasons on loan with West Brom and Everton following his arrival in London in 2011.
Lukaku has been a regular scorer in both of those spells, but with Chelsea set to sign Atletico Madrid forward Diego Costa, could be on the fringes again.
"You know Chelsea, every year they buy a new top striker," Lukaku said.
"I remember me coming into the dressing room last year and seeing Samuel Eto'o and Demba Ba and going: 'Whoah! What’s happening here?'
"But it's no problem. Many clubs are interested in me.
"At this stage I have to look to myself. I have to play a good World Cup.
"That's very interesting for all the players looking for a transfer. And I must be one of them. Chelsea know my point of view."
