After two productive seasons with Inter Milan which produced 64 goals from 95 games, Lukaku returned to Chelsea to right the wrongs of his previous spell, with the Blues paying a mammoth £97.5m for his services.
Lukaku's return to Stamford Bridge proved to be anticlimactic as he posted just eight goals in 26 Premier League games.
He fell out with Chelsea manager Thomas Tuchel and was left out of the squad on occasions.
Lukaku is now back at Inter Milan on a one-year loan deal and the former Manchester United striker is adamant he should have remained at the San Siro to continue his resurgence.
The 29-year-old was asked about the toughest challenge of his career at Inter Milan's kit unveiling and he responded: "The one right now."
"You know, I left, it was a mistake.
"What we do in the locker room and on the pitch, the relationships we have with each other, that’s really important… it’s also right for people to see that our team is really united.
"Inter have given me the opportunity to play at a higher level in my career. I am really happy to wear this jersey, we hope to continue to grow like in the past years. We have to continue like this if we want to reach the goal."
Meanwhile, Chelsea manager Tuchel has poured cold water on a potential return to Stamford Bridge for Lukaku when his loan spell at Inter ends, telling Sky Sports: "I don't know if it's very likely" that he ever returns to Stamford Bridge after his loan.
"Given the fact he's just on loan, of course there's a chance," he said. "I don't know if it's very likely, but it's not on me to give an outlook on that."
He added: "We decided together with the owners that we'd let (Lukaku) go. It was his wish to go, he had the possibility, we let him go.
"We brought now Raheem Sterling, which gives us a lot of flexibility, a lot of mobility, a lot of attacking options at the front, even if we don't recruit more players."