The 20-year-old Belgian international, who enjoyed a successful loan spell with West Bromwich Albion last season, has made just 12 appearances for the Blues since joining from Anderlecht in 2011.
"It's not easy at Chelsea, it's not easy at all," Lukaku told The Mirror.
"You have to show yourself every day because you know how big the competition is and, if you don't do well, there is always a player that can take your place.
"Of course, I think I can get into the first team at Chelsea, but there is still room for improvement."
Chelsea start the new Premier League campaign at home to Hull City on August 18.