The striker is yet to spend a full season at Stamford Bridge, despite joining from Anderlecht in 2011, and has excelled during two season-long loan spells at West Brom and Everton.
Despite Lukaku scoring 15 Premier League goals at Goodison Park this term, Chelsea are close to signing Atletico Madrid striker Diego Costa in a £35 million deal, which will push the Belgium international further down the pecking order.
“Chelsea buy a new striker and there are lots of clubs interested in me,” Lukaku told reporters.
“You know them [Chelsea]. Every year they buy a top striker. Maybe they want to sell me, who knows.
“I remember me coming into the dressing room last year and seeing [Samuel] Eto’o, [Demba] Ba and [Fernando] Torres [and thinking] ‘woah, what’s happening here?’.
“At this stage I have to look to myself. I have to play a good World Cup. That’s very interesting for all the players looking for a transfer. And I must be one of them, no?
“I’m not a young player anymore but a valued striker who wants to play. Chelsea know this.”