The 21-year-old has spent the past two seasons on loan from the club at West Bromwich Albion and Everton respectively.
There has been no decision yet on where he will be playing in the forthcoming season, but his agent recently revealed that the Blues will not allow him to leave on loan again.
"I want to go on holiday first and rest with my parents and then we will see," The Guardian quotes Lukaku as saying. "I want to be somewhere where I can play my best football and hopefully win titles. It's up to me to work hard but there are choices to make.
"Things like that happen in football and I'm confident I will make the right choice. I'm looking at everything but first of all I want to go on holiday and relax a little bit."
Lukaku was part of the Belgium squad that reached the quarter-finals of the World Cup.