The Blues have failed with two bids for the Manchester United forward, who is determined to leave, with Jose Mourinho promising a third attempt to come after the two teams meet at Old Trafford on Monday.
|13/2||Romelu Lukaku is 13/2 with Bet365 to score the last goal in Manchester United v Chelsea
"Every player wants to be in the best team there is," the Belgian told reporters. "If a player can improve us, why not? Samuel Eto'o, Wayne Rooney, I have heard everyone. I am not scared. Let them come.
"I'm getting closer to where I need to be and hopefully also closer to the starting line-up, my main ambition.
"If I keep working hard, like I'm doing now, showing the talent that I have, hopefully I get to start in the next game.
"Compared to the first year, when I arrived here it was all about learning and taking a bit off all the players, now it's about starting games."
The Belgium international has been used as a substitute in Chelsea's two Premier League wins against Hull City Tigers and Aston Villa.