Lukaku, who turns 19 this month, admitted his £18million move from Anderlecht to his boyhood idols last summer had not worked out as expected. The Belgium striker has made just six Barclays Premier League appearances - all of them as a substitute - while he has not featured at all since caretaker manager Roberto Di Matteo took charge.
Lukaku, who has been linked with a loan switch to Werder Bremen as part of Marko Marin's move to Chelsea, told Belgian newspaper De Standaard: "I need to play more games. It has not been as I imagined at Chelsea. Both Andre Villas-Boas and Roberto Di Matteo have stuck with experienced players."
The forward added: "I haven't always agreed with their decisions but, as a player, you have to accept the decisions of the coach. I don't have any regrets about joining Chelsea. I've learned a lot.
"Let's wait and see who is appointed Chelsea manager but, as it stands, I'll be going out on loan.
"Playing games is the most important thing for my career right now and for that reason it's better to look at other places."
Lukaku refused to rule out joining another English club on loan, something he was prevented from doing this season when a move to Stoke fell through because players are not allowed to represent three teams in one season.
He said: "I leave all options open. I know that I am capable of playing for a top club in Europe, but perhaps it is better that I take one step backwards now so I can then take two forwards.
"My aim is to gain experience and then return to Chelsea. I need to put myself back in the picture so I can play with the Red Devils (Belgium national team)."