The Belgian forward joined Everton for the 2013-14 campaign on transfer deadline day, but has reportedly made suggestions he was forced to leave Stamford Bridge.
But manager Mourinho has gone public with his denial of those accusations, asking Lukaku to reveal the true reasons behind his departure.
"Romelu likes to speak," he told reporters. "He's a young boy who likes to speak.
''But the only thing he didn't say is why he went to Everton on loan. That's the only thing he never says.
''And my last contact with him was to tell him exactly that. I said 'Why do you never say why you are not here?'
''So it's something he should talk about because he likes to speak. It's something he should say, the reason why he's not with Chelsea and is in Everton.''
Chelsea host Southampton on Sunday, while Everton entertain Stoke City on Saturday.