Roberto Martinez's men eased into the last 32 by topping their group after collecting 11 points from a possible 18 on offer.
Young Boys, who defeated Napoli at home in the group stages, have been paired with Everton in the first knockout round and Lukaku is wary of the Swiss side.
However, the striker has talked up the Merseyside club's chances of progressing if Everton can rediscover the kind of form that saw them beat the likes of Manchester United, Arsenal and Chelsea last season at Goodison Park.
"We want to win the competition and if we want to do that then we need to deliver a good performance over there," Lukaku told the Liverpool Echo.
"Even though we know it is not going to be easy we are professionals and we have to do the job.
"It all depends on the day. If we play with the intensity that we play with in the Premier League then not many teams can cope with us.
"Once you play against European teams and play at their place and in the way they like to play then it is easier for them.
"A lot of teams in the European competitions have difficulties when playing against a Premier League side that plays at the tempo of the Premier League.
"If you watch the way Manchester City or Chelsea play, they play at pace and if you looked at the way we played against Lille and Wolfsburg at home – 3-0 and 4-1 wins – then that is the way to do it.
"These are big teams in their country but we did the job."
