The Belgian sees his contract run out in the summer of 2019, but is routinely linked with a move away from Goodison Park, but told Sky Sports.
"Obviously I want to win the biggest trophies there are, as much as I can, but for me I have to keep on going like I am.
"If you want to become one of the best world players - if you look at the like of Messi, Ronaldo, Thierry Henry - they were players who were constantly improving, constantly getting better.
"That's what I want to do, I don't want to peak too early, I want to keep on getting better year after year."
Asked about his future at the club, the 23 year old said: "My agent is doing the talks with the club. I just want to play football. For me the most important thing is that the team does well. And that the fans are happy we are winning.
"My agent is doing the talks. You can see on the pitch that I am really happy with the way we are performing right now, and we have to continue like that."
Lukaku is joint-top scorer in the Premier League with 17, and says he has altered his style this season to run more and put pressure on defences, just as manager Ronald Koeman demands.
"What do I do more this season? Working harder, I run more, that's first of all. I got more consistency and the manager wants me to do more on the pitch too. It's been good, I am learning a lot, and I feel much better about how we are playing now, and I want to keep on improving like the rest of the team needs to do.
"In modern football managers don't just want strikers to attack, they want their strikers to defend, put pressure on the defence, and with my pace if I can force a mistake it can be to my benefit. I have the winning mentality and drive so I'm happy with that."
Asked if ending the season as the Premier League's top scorer is his ultimate aim, Lukaku said it is more important that Everton improve and get into Europe.
"It's a little ambition, but for me personally it is to get into Europe, that would be nice. You have to score to do that.
"To be honest I want to win at Tottenham, and for the rest I don't look too much forward. I think my problem before was that I was looking forward too much, and not focusing on the present.
"I want day-by-day objectives and to improve every day."