The striker joined Everton on loan at the start of the 2012/13 season, sparking speculation there had been a fall-out between Lukaku his parent club manager.
"I'd first said I wanted to stay at Chelsea during the summer," he told Sport Voetbalmagazine.
"And then I felt I had to leave to play more. It was my goal to do better than last season.
"I've had Jose Mourinho as a coach for two months," he added. "Something special.
"He's building the foundations of an unbeatable machine again. We didn't have problems."
He went on to say: "He wanted me to stay and asked me why I wanted to leave.
"In some interviews my words were twisted, but the truth is that he accepted to let me leave.
"He did understand what I wanted. That's what I really appreciate in him."
The 20-year-old is now focused on returning to Chelsea at the end of the season as one of the best in his trade.
"Am I getting ready for Chelsea next season?," he asked rhetorically.
"Yes, why else would I have signed a contract for five years?
"I will return to Chelsea as one of the best strikers in the Premier League."
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