The 18-year-old has been the subject of a ?20million bid from the Stamford Bridge club as they seek to add youthful vigour to their ageing strikeforce.
But Lukaku has denied he has his heart set on a move to London.
Flying start: Romelu Lukaku scored for Anderlecht on the first day of the season
'I want to go to a club where I can develop further. It's not that I just want to be transferred to Chelsea,' he said.
'At the moment I am patient. I remain at Anderlecht and I am not thinking of a transfer.'
Lukaku added that if he did leave Anderlecht he wouldn't join a club that would then loan him on.
Recent Chelsea signing, goalkeeper Thibaut Courtois, was immediately sent to Atletico Madrid.
'When I do leave, it will not to be lent on as Thibaut Courtois has been,' Lukaku stressed.
Sportsmail revealed last month that Anderlecht general manager Herman van Holsbeeck had been in London for talks with Chelsea about a fee for a player dubbed the new Didier Drogba.
No pressure: Lukaka (right) has been dubbed the new Didier Drogba
The negotiations led to an opening offer but there has been no movement since.
Lukaku admitted earlier this year that he dreamed of playing for Chelsea when he filled in a questionnaire for school children.
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Source: Daily Mail
Source: Daily Mail