The 21-year-old scored one goal during Belgium’s World Cup campaign which ended on Saturday following a 1-0 defeat to Argentina in the quarter-finals.
Lukaku, who has had loan spells at West Brom and Everton since joining Chelsea in 2011, is keen to leave Stamford Bridge having become dismayed by the club's desire to sign new strikers every year.
"I have a few ideas but we’ll see. I have to have discussions first and have to think about it. I want to go home and then I will decide. It will be soon," Lukaku said after Belgium’s World Cup exit.
"I want to go on holiday first and rest with my parents and then we will see.
"I want to be somewhere where I can play my best football and hopefully win titles. It’s up to me to work hard but there are choices to make.
"Things like that happen in football and I’m confident I will make the right choice. I’m looking at everything but first of all I want to go on holiday and relax a little bit."
When asked if he had spoken to anyone at Chelsea since leaving to join Everton last year, Lukaku replied: "No, not yet. It depends what is the best for me, where the most ambition is and where is the best place for me to develop.
"I’m 21 but I think I’m experienced enough now. I’ve played a lot of games and scored a lot of goals and now I want to win titles and become one of the best."