When asked if he believes people forget how young he is, the 24-year-old said: "Yeah, because I've been in the game for so long.
"I started playing when I was 16. Year in, year out people expect 20 goals from me. I've been doing it for 10 years straight, so I think I've proved myself.
"You expect a bit more respect but it's the situation we're in. I don't listen to it. I just want to improve and show the people what I can do on the pitch."
Lukaku says he is more interested in helping the team to silverware this season than collecting individual accolades.
"As long as I win, and I lead my team to winning that's when I will be really satisfied," he said.
"As a football player, I don't play for the individual. I think a lot of big players that we recognise today in the game are players who have won something, and I want to be part of them.
"The road is still far ahead, but I'm ambitious and I'll work every day for my team to win - I'm not thinking about myself."
The Belgian insists he does not regret his decision to join United instead of his former club Chelsea during the summer transfer window.
"No, no, no," he said. "When I make a choice it's with my head and my heart. I made the right choice for me.
"As you can see, I'm in a good situation. I'm with a manager and players who push me every day. The challenge is there to win and it's something that I wanted."