Lukaku spent last season on loan at at Goodison Park but made the move permanent on Wednesday, signing a five-year contract, with the Merseyside club paying a £28million transfer fee.
The move brought Lukaku's connection with the London outfit to an end, with the 21-year-old striker having played just 10 Premier League matches over three seasons at Stamford Bridge, although he spent the majority of the past two campaigns on loan at West Brom and Everton.
But the Belgian rebuffed suggestions he felt hurt by his lack of opportunity to play at Chelsea, although he made it clear he feels more comfortable as part of Roberto Martinez's side.
"I need to be at a place where it felt right and here I have the confidence of the technical staff and the trust of the supporters," Lukaku said.
"This is the place where I belong. I want to grow here and become a better player.
"We want to become one of the best teams in England and reach the top four. Most teams know we are a good footballing side.
"I don't have hard feelings against Chelsea. They gave me the opportunity to come to England. They gave me high hopes of playing in Europe. Without them I wouldn't be here.
"Of course [I'm happy to move permanently rather than another loan], I'm 21. It's time to have a stable career. It was important to be somewhere where you are there [permanently]."
Lukaku scored 15 goals in 31 Premier League appearances for Everton last term, following on from a haul of 17 in 35 games for West Brom the season before.
But the powerful forward, who took to Instagram to express his thanks to both Everton and Chelsea for making the move happen, believes he can get even better in his second season under manager Martinez.
"I had a feeling this was the best place for me to grow and develop. I'm very pleased to be here again. Roberto knows football very well and I can develop under him," Lukaku said.
"He's someone I need as a young footballer. He wants to make our team one of the best in England.
"I told them [Everton] very quickly I want to work under him and play for this club again. The rest was set up by the board and my agent."