Over the past few weeks, there's been several reports linking the 26-year-old with a move to Inter Milan, and the striker heaped praise on Antonio Conte, who was recently appointed as manager at the San Siro.
If Lukaku does leave then the Red Devils will definitely miss his goals and so Solskjaer will have to replace him adequately.
The United striker, 26, scored only 12 times in the Premier League last season but took his worldwide record to 48 goals after scoring twice in Belgium's 3-0 win over Scotland, which kept them top of Group I in qualifying.
Captain Andrew Robertson does not feature in the Scotland squad to face Belgium in Tuesday night's Euro 2020 qualifier.
'My overall impression is that I have a good group of players who are committed to their country. "I have two leagues which I always dreamed about which are the English league and the Serie A".More news: Iran has accelerated enrichment of uranium, IAEA says
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Scotland have improved in Steve Clarke's first two games in charge and can get better for their European qualifiers at home to Group I favourites Belgium and Russian Federation in three months, the coach has said.
"We need to try and defend him out of the game but we know how tough that'll be".
"My club and agent will talk about [the transfer bid], but my mind is made up".
The Manchester United striker grabbed a second in the 57th minute with a strike from close range and Manchester City attacker Kevin De Bruyne added a third in the final minute with a low drive for what turned out to be a comfortable Group I win for Roberto Martinez's side, ranked number one in the world.