The 27-year-old is currently one of the most in-form strikers in the game, having scored 12 goals in 13 matches this season, plus two assists.
“Each time I work on something, I learn quickly,” he told France Football. “When I worked with Thierry Henry with the national team, for example, we would often to sessions on losing my marker and taking the initiative. He was very strong at that and wanted me to learn to create my own chances.
“Before then, I’d score because I was given the ball. For example, crosses, passes in behind the defence.
“Thierry told me: ‘The difference between you and the very best is the capacity to create your own goals. If you have to dribble three players to open up the goal, do it!’
“That’s served me well since. Watching my matches again, I told myself: ‘Ay yeah, he’s right.’
“That’s a specific example but there’s something with every coach.”
Now, Lukaku believes he is one of the best forwards in the world game.
“Over the past five months, I’m one of the best five goal scorers, yes! There may be players who have scored more goals but… No, no, top five is fine,” he said.
“I don’t want to give a ranking, but I am one of them.”
Lukaku endured a difficult spell at Manchester United before moving to Italy, where he has reinvigorated his career.
He netted 42 times in 96 matches for the Old Trafford side but has improved his goals-to-games ratio significantly since moving to San Siro.
In his first season in Italy, he finished with 34 strikes in 51 outings.