Lukaku has been linked with a move away from Manchester United and Inter Milan seem to be the next possible destination for the left-footed striker.
Since joining his teammates for their pre-season tour, Lukaku is yet to feature for the Red Devils due to injury.
Conte’s arrival has seen Mauro Iacrdi fallen down the pecking order, having been left out of the club’s pre-season tour of Asia.
And to replace him, Conte prefers Lukaku to be his main striker.
Despite Inter finding it difficult to land the bulky striker, Conte denied being frustrated with the club's hierarchy for delaying to secure the player’s signature as he admitted the Nerazzurri need attacking reinforcements.
"Lukaku is a player of Manchester United," Inter boss Conte told reporters. "I know him very well from the days when I was the coach of Chelsea, but today he is a player of Manchester, this is the truth.
"I like him as a player and I consider him an important element for us to have a good improvement but at the same there is a transfer market.
"We know very well our situation at the moment and we will see what happens but for now Lukaku is a United player.
"For sure it's not easy to play without a striker at the beginning of the season like this. The market is still open."
Having spent three years at Everton, Lukaku joined Manchester United for an initial fee of £75 million, signing a five-year contract and has scored 42 goals in 96 appearances.
Lukaku, who has been regarded as a second fiddle to Marcus Rashford is said to be pushing for a move to the Serie A as he wants to enjoy more first-team opportunities.