Belgium play their opening Group H match against Algeria on Tuesday with Lukaku expected to start.
His impressive form in the build up to the competition saw the Chelsea frontman bag four goals in three friendly games - a hat-trick against Luxembourg and one against Sweden.
Juventus have emerged as the latest club to be linked with a bid to sign the 21-year-old, who has spent the last two seasons on loan at West Bromwich Albion and Everton.
Despite scoring 33 goals in all competitions over the course of those two years Lukaku is not expected to break into Jose Mourinho's regular starting XI in the upcoming season and he admitted that rumours of the Italian champions' interest was welcome.
He is quoted as saying by Sky Italia: "I'm proud of Juventus' interest in me, but I'm just thinking of Belgium for now."