He had dreamed of playing for Inter since watching Ronaldo inspire the Italian club to victory in the 1998 final with a mesmerising display against Lazio.
By opening the scoring against Sevilla, he equalled his idol’s record of 34 goals in a debut season at San Siro.
Lukaku, though, also concluded the scoring, unluckily deflecting an overhead kick from Diego Carlos into his own net with just 16 minutes remaining.
That the Brazilian shouldn’t have even been on the field only added insult to injury.
It was Diego Carlos who had taken Lukaku down in the area as he raced away from the Brazilian just five minutes into the game.
Remarkably, the defender was only shown a yellow card by referee Danny Makkelie – despite cynically denying Lukaku a clear goalscoring chance.
Despite the injustice, Lukaku and Inter will probably still end up blaming themselves for this defeat.
After all, with the game tied at 2-2, Lukaku squandered a one-on-one with Yassine Bounou, with the former Manchester United forward shooting straight at the Sevilla goalkeeper.
Of greater significance, though, was the fact that Inter struggled to truly exert themselves on the proceedings.
It was Sevilla who dictated the game and dominated possession for the majority of the 96 minutes of play thanks to their superior ball-retention in midfield, with Ever Banega once again proving hugely influential.
The Rojiblancos’ greater pedigree in this competition undoubtedly played a part, too. Six times they have played in a Europa League or UEFA Cup final; six times they have ended up lifting the trophy.
Those victories may have come across different eras, with different players and coaches, but Julen Lopetegui’s side exhibited the same mix of quality and stubbornness.
Just like the semi-final against United, Sevilla simply refused to be denied by what they must feel at this stage is their trophy.
In addition, Luuk de Jong scored arguably the best headed brace you’ll ever see in a final, and it was no coincidence that the Lukaku own goal stemmed from Inter’s inability to once again deal with a Sevilla set-piece.
Lopetegui deserves credit for not only identifying a weakness in Inter’s set-up but also the way in which he has recovered from his dismal spell in charge of Real Madrid.
The onus is now on Inter to show similar character. In fairness to the players, they kept battling until the end, and Alexis Sanchez had a shot cleared off the line, which only intensified their sense of misfortune.
Conte was more upset than anyone by Diego Carlos avoiding a red card for his foul on Lukaku and he was apoplectic after seeing the same player escape punishment for an alleged handball in the area moments later.
However, the coach has little time for hard-luck stories.
“History,” as he pointed out beforehand, “is written by the winners.”
And this was just latest chapter in Sevilla’s remarkable love affair with the Europa League.