The Belgium international has said he will not sign a new deal which still has two years to run.
"Of course I am not happy about that interview. If Everton is not a club with a lot of ambition I would not be manager," said Koeman.
"He has no problem. He is training how he needs to train, his behaviour - except some quotes in this interview - is what I like from the player and there is no reason to put him out of the team.
"The team needs Rom and Rom needs the team to score goals.
"But I am not so afraid about his situation because the player has more than two years on his contract.
"Everyone knows what can happen in football but you need to respect your contract."
Koeman has not yet ruled out disciplining Lukaku for his interview, conducted at a club-organised community event, but said Everton would make a considered decision on that.
"First thing is you speak with the player, then I will speak with the board and we will see what will happen but then we have the international break so we have time enough with what we need to do," the manager added.