Arsene Wenger brought the Germany international to the Emirates Stadium last summer, smashing the club's transfer record with a £42.5 million move.
After starting strongly at Arsenal, Ozil's form in the Premier League came under question and he has again been criticised for below-par displays in Brazil.
The 25-year-old was one of Germany's poorest performers as Joachim Low's side stunned hosts Brazil in the World Cup semi-final on Tuesday and Lukaku has jokingly questioned Real Madrid's reasons for selling him.
No dissrespect to Arsenal who is also a big club but i don't understand why ozil has left real madrid.... I guess will never know..— R.Lukaku Bolingoli (@RomeluLukaku9) July 8, 2014
Lukaku was also the subject of criticism at the World Cup and lost his place in Belgium's starting line-up to 19-year-old Lille striker Divock Origi, but did play a key role as Marc Wilmots' side beat USA in the last 16.