"I didn't deserve it. I would find it difficult to accept the medal. Maybe it's something for next year," Lukaku said to Het Nieuwsblad.
The Blues defeated Bayern Munich on penalties on Saturday to lift Europe's premier cup competition for the first time in their history.
However, the Belgian forward, who joined the club from Anderlecht last summer, was forced to watch on from the sidelines as his teammates secured victory.
|"After we won we kept smiling and dancing in the dressing room. Didier gave a speech. It was more beautiful than the title with Anderlecht."
- Romelu Lukaku
"I've not even touched the cup. I don't deserve it because I was not on the list. I don't touch anything I don't deserve," Lukaku explained.
"That's why I also didn't touch the FA Cup. After we won we kept smiling and dancing in the dressing room. Didier [Drogba] gave a speech. It was more beautiful than the title with Anderlecht."
The 18-year-old also hit out at former boss Andre Villas-Boas, after the Portuguese left him out of the west London outfit's 25-man European squad prior to his sacking in March.
"But it's more than that. It was also the way he talked to me and how he handled me," he said.
"He was like that from the start. It was very strange. I can't take it when you act like that with me. He never told me why."