Lukaku recently admitted that he would look to use the tournament in Brazil as a springboard to a big move away from Chelsea, with the Italian giants reportedly taking an interest in acquiring his signature.
And while the star is flattered by the interest, he insists he is only thinking about inspiring his countrymen to glory.
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Belgium have not played at a major tournament since 2002, when they reached the Round of 16 in South Korea and Japan, and Lukaku is hopeful he and his team-mates can prove their worth on the grandest stage of them all.
"It's been 12 years that we haven't played in a big tournament, so now we are here and hopefully we will show the people that we can play good football," he added.
"We don't feel much pressure, we are a young team, we are relaxed, everybody is confident in themselves.
"We have a good team, we have already played for four years together so we are ready now.
"We all started [our preparations] in Belgium before we left so we know how it is to play in Belgium but it's obviously a great moment to play for your country and especially at a World Cup.
"We are all very proud we are Belgian so now we have a chance to represent our country at the greatest competition in the world."
Lukaku, 21, said the feats of past heroes at World Cups makes playing at the event all the more special.
"The World Cup is a bigger dream because all the big players played at a World Cup like Ronaldo, Thierry Henry, [Zinedine] Zidane. They all played at a World Cup.
"So now we are here but it's not about me, it's about my team-mates. We are here as a team, it has been 12 years now so we want to perform well."
Belgium open their Group H campaign against Algeria in Belo Horizonte on Tuesday, and Lukaku said the challenge should be similar to that presented to them in their recent 1-0 friendly win over Tunisia.
"[It will be] the same [type of] game as against Tunisia but they [Algeria] have more qualities.
"But we are ready, we have a lot of confidence in ourselves and we are here to show our best football and hopefully we will do well," he added.