The European champions are in the market for a new striker this summer with Lukaku and Borussia Dortmund's Erling Braut Haaland said to be on their shortlist.
Inter CEO Giuseppe Marotta has recently revealed that the Serie A side will not consider any bids for the Belgium international over the coming weeks.
According to The Express, Lukaku shares Inter's wish that he continues his career at San Siro for the foreseeable future.
The 28-year-old's return of 65 goals across two campaigns with Inter is arguably the most significant of his career.
Club officials and new boss Simone Inzaghi regard Lukaku as the club's key man, a show of admiration which is said to be appreciated by the player.