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.
And the Belgium man - who will lead the line for his country at the upcoming FIFA World Cup - is keen to depart Chelsea.
"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."
Everton are sure to be interested in signing Lukaku on a permanent basis.
The former Anderlecht forward netted 15 goals in 31 Premier League appearances for the Goodison Park outfit last term.
But his comments are also sure to attract a host of other clubs, based in both England and Europe, potentially leading to a bidding war.
