The striker joined Roma on loan in the summer and has scored seven goals in eight games under Jose Mourinho.
Lukaku, 30, was heavily linked with a return to Inter Milan, where he spent last season on loan.
Some reports suggested Lukaku only wanted to join Inter but the Belgian has now dismissed such speculation as it "did not make sense".
He revealed he will share the truth about his Chelsea transfer exit when the time is right, claiming many will be shocked when he does.
Lukaku said: "I have to wait for the right moment. You all know me. When I speak, I don't go around the pot. Then I don't do politics.
S'il vous plait Connectez-vous ou Créér un compte pour repondre.