The Blues made several attempts to re-sign Lukaku from Everton during the close season, but couldn't agree a fee.
Asked by Standard Sport if he feels any disappointment about not buying Lukaku, he said: "No, absolutely not.
"We have Diego (Costa) who is playing fantastic football, not only scoring the goals but working a lot and very well for the team.
"I think that I'm seeing a complete player in Diego. It's fantastic for me, for the team, to have him in the team. Also because he's scoring a lot. But above all because he's working a lot for the team. That's very important.
"When we have our strikers, plus Eden Hazard, Pedro, Willian and Oscar... all working so well for the team, it's fantastic. I have nothing to regret.
"Lukaku is a very good player, young and improving a lot, but it's right to talk about my players. I'm very satisfied with my players. I hope Diego continues in this way because his commitment is incredible."