The Everton striker's father spoke in an interview with Het Laatste Nieuws in which he urged the Belgium international to join either Manchester United or Bayern Munich at the end of the season.
Lukaku says it is not surprising to hear his father mention his own favoured sides as potential suitors but hinted that he could look to engineer a move away from Goodison Park in order to play in Europe's top competition in 2015-16.
"It's my dad's point of view, those are the teams that he likes. It's good to hear," he told Sky Sports News.
"Of course, it means people are keeping an eye on you, but I have an agent who is dealing with this for me at the moment. I just want to be good, help my team-mates win the games and score a lot of goals.
"I'm 23 next summer and it would be nice to play in the Champions League next season."
Chelsea have also been linked with a bid to bring Lukaku back to Stamford Bridge, with some reports suggesting that Antonio Conte will make him his number one priority in the transfer market should he take charge of the Premier League champions.
Lukaku denied the suggestion that he has a point to prove at Chelsea, who sold him to Everton for £28million in 2014, and says all parties benefited from his departure.
"I wouldn't say that, I've nothing to prove," he said. "I've moved on, they moved on. It was the best deal for both teams - they won the league and I became a better player. We'll see what the future brings."