"I want to create history at the club. I want to push for a top-four spot and I think we have to aim for this," he told EASports.com.
"Personally, I just want to improve and become a better player than I am today."
Lukaku came in for some criticism after his display in the 3-1 defeat at Liverpool on Saturday, but the player insists he is in good form.
"I give my best every day in training and in games; this is the only way that I know how to play football," he said.
"I always want to win and that's the same with my team-mates. At the moment we are doing really well and we need to continue like this."