The 28-year-old says he hopes the Nerazzurri fans understand the reason behind his return to Stamford Bridge.
Lukaku officially joined Chelsea in a move worth £97.5 million last week bringing an end to a two-year spell at the San Siro.
The Belgian joined the Serie A side after an underwhelming period with Manchester United.
He quickly became a cult hero in Milan as he spearheaded the attack for head coach Antonio Conte.
Lukaku helped Inter Milan to their first Scudetto in eleven years and he won the Serie A MVP in the process after scoring 24 goals.
In emotional post on his social media account Lukaku said goodbye to Inter Milan.
“Thank you for loving me as one of you. Thank you for making me and my family feel at home. Thanks for the unconditional support and daily love. Thanks for motivating me even more after the first season.
“When I arrived at Inter, I immediately felt that I would do well for this club. The love and the welcome I received at Malpensa airport was the beginning of a beautiful story.
“I decided to never disappoint you every time I wore the Inter shirt. I gave 100 per cent of myself every day, in every training, but especially in the games, to make you happy. The first season ended as hard as possible, but you guys gave me the strength to keep pushing and we did it as a team, that’s why we became champions.
“I hope you understand my decision to move to Chelsea. It’s a chance of a lifetime for me and I think at this moment in my career, it’s the chance I have always dreamed of.
“One thing is certain, that I will remain an Interista forever, because without you I wouldn’t be the man and the player I am today.
“So, thank you from the bottom of my heart. I love you. Thank you so much. Always, Forza Inter!”
Lukaku scored 64 goals in his 95 appearances in all competitions for the Milanese club.
