The Belgian striker moved to Old Trafford from Everton in an £75 million deal in 2017 but has explained that he wanted to rejoin Chelsea at the time before being convinced otherwise by then-Red Devils boss Jose Mourinho and the late agent Mino Raiola.
Lukaku told Koolcast Sport: "I had already told everyone: I'm going to Chelsea. But suddenly Mourinho called me to say that Manchester United had made an offer.
"I came back from vacation and suddenly there was an agreement with Everton. I said to Mino: 'I don't want this', and then I decided now I'm doing everything myself."
Lukaku now plies his trade for Serie A champions Napoli but admits that he started to question his agents when he found out he could have moved to Italy earlier.
He recalled: "It actually started in 2014. I signed with Everton at the time, but I could also go to Juventus, Wolfsburg and Atletico (Madrid). That didn't happen.
"I ended up at Everton, no problem, but when I saw certain figures in my contract, I thought: something's not right here. I started digging and then everything came out.
"A year later, (Kevin) De Bruyne moved to Manchester City and also started discovering everything. And then everything came out in the media."
Lukaku will join forces with De Bruyne at Napoli next season and is looking forward to reuniting with his compatriot.
He explained: "I spoke to him a few times and explained to him how things work at Napoli. I'm very happy that he's joining us. Kevin is exactly what we need to take the next step. We don't just want to defend the title - we want to improve."