The playmaker almost moved to White Hart Lane in the summer and has attracted Chelsea after two highly impressive performances against them in the Champions League.
He has also recently been linked with a move to the Nerazzurri, but Lucescu has made it clear that he is keen to hold on to Willian.
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"If [Inter president Massimo] Moratti asks me about Willian, I will tell him that Shakhtar want to achieve things in Europe and will not sell their players. There's the buy-out clause, though, which is €35m for Willian," Lucescu told Tuttosport.
"Chelsea paid €31m [£25m] for Oscar this summer. The difference between Willian and Oscar is that Willian is much more mature, and has already plenty of Champions League experience and has played in a strong European league for years.
"The Blues wanted to sign Willian this summer for €20m [£16m], but we turned them down. They went for Hazard for over €30m [£24m] instead. Fact remains that we do not want to sell him."
Willian, 24, has a contract with Shakhtar until June 2014.