The 20-year-old Belgian spent the last campaign with West Bromwich Albion, where he scored 17 goals in 38 games.
Despite enjoying a successful spell away from the club, Lukaku is keen to make his mark at Stamford Bridge.
When asked if he would be interested in leaving the Blues on a temporary basis for a second time, he told Sky Sports News: "No. Not at the moment. You never know in football, but my mind is on Chelsea for now."
Lukaku signed a five-year contract with Chelsea in the summer of 2010 following a £10m move from Anderlecht.