Following the arrival of Ole Gunnar Solskjaer, Lukaku has enjoyed limited first-team opportunities, playing second fiddle to Marcus Rashford.
However, the bulky striker has been linked with a move to the Italian Serie A, Inter Milan as the potential suitors for his services.
But Conte, who is eager to sign the former Everton forward has told reporters he is ignorant if the Belgian will join the Nerazzurri this summer.
“We’re continuing to work in the best possible way. I understand there are some gaps to fill but, at the moment, I’m very hopeful. At the same time, I’m working with a big group of players who I’m very satisfied with.
“I honestly don’t know how it will end. I’m reading about the swap in the newspapers. Lukaku is a good player, a striker I tried to buy when I was the coach at Chelsea. We’re talking about two big clubs in Juventus and Inter, but I honestly don’t know how it will end."
Lukaku, who is said to be angling for a move away from the old Trafford made the net bulge 12 times in thirty-two Premier League appearances helping United finished sixth on the League log last season.
With Inter Milan dragging their feet to meet Man United's valuation, the left-footed striker has also been linked with Italian champions Juventus, as they have reportedly offer Paulo Dybala plush cash to secure his signature.