A dismal home defeat to West Brom on Sunday confirmed Manchester City Premier League champions.
Lukaku told Play Sports: "It has been a good season, even though I came here to become champion. That is a bit frustrating.
"I came to United to win the Premier League. But we too often let ourselves down in some matches, matches that we had to win, but where we gave away the points.
"But I am satisfied on a personal level. And I am looking forward to doing even better next season."