The Ligue 1 outfit was tempted to move for the Blues starlet, who eventually joined Everton on transfer deadline day, before its preferred move for Florian Thauvin was sealed
The Belgian was the subject of a late scramble between Everton and West Brom on Monday before eventually linking up with the Toffees for the rest of the season, with the Ligue 1 side also interested before it secured priority signing, Florian Thauvin from Lille, instead.
Marseille sporting director Jose Anigo told RTBF of Lukaku: "We already have a good striker with [Andre-Pierre] Gignac but there was the possibility of having two.
"Nevertheless, the No. 1 option was to take Thauvin so we stayed on it."
Lukaku scored 17 goals in 35 Premier League appearances for West Brom in 2012-13 and Chelsea boss Jose Mourinho had indicated a desire to keep him at Stamford Bridge but the signing of Samuel Eto'o on a free transfer saw his opportunities become more limited.