The 19-year-old Belgium international was involved in just 12 games for Chelsea last season and failed to register a single goal.
With Lukaku desperate to play, Werder Bremen have been linked with a loan move for the former Anderlecht man and Blues boss Roberto Di Matteo is willing to allow a deal.
But the player himself is targeting an English club – and that could mean a switch to West London neighbours Fulham.
“I did not sign for Chelsea to go into another championship,” said Lukaku.
“Now I must play. It all depends on the choice of the coach and myself. I’m not someone who bangs his fist on the table.
“I have to move on to another level. I will do everything to get better.
“I have talked with the manager. I have very good contact with him. We will try to find the best solution for both parties.”