Lukaku hit the winner against Norwich City on Saturday.
"I want to stay here," he said. "So many people have asked me in the last few weeks, 'Are you staying?'
"I've had a lot of contact with Chelsea and I've told them I'm happy here. I have a great rapport with the manager. He challenges me mentally. If I don't play, it's challenging me to do more. I want to develop. For me, it is a one-year loan. Then it may be another year again because I need to play as much as I can.
"I can learn here. I can improve here. It's my ambition and the players want me to improve. Jonas Olsson bullies me in training, but I love it. Last year I had Alex, John Terry and David Luiz against me. Now I have Jonas, who I think is one of the best defenders in the league."