Lukaku says he had a tough season for United but is adamant it will make him a stronger person.
"I've had a difficult season at club level," he added. "I lost my place and haven't played much.
"But that is a phase in my career and it will help me for the next step."
Lukaku scored with two close-range finishes as Belgium beat Scotland 3-0 at the King Baudouin Stadium on Tuesday to secure a fourth straight win in Euro 2020 qualifying and move clear of the chasing pack in Group I.
Scotland coach Steve Clarke said, "Romelu is a fantastic character. I enjoyed working with him (at West Brom).
"He was a young boy when he worked with me, he has grown since then, strong, a goal scorer and he has played for some of the best clubs in the Premier League.
"He continues to develop as a player and he wants to get better and better."