Conte spent two years in charge of Inter Milan and led the club to their first Serie A trophy in 11 years this season.
The 51-year-old, who ended Juventus’ run of nine consecutive Serie A titles, left Inter Milan by mutual consent.
Reacting, Lukaku said Conte changed him since he joined from Manchester United, adding that he would always keep his principles.
The Belgium international scored 64 goals in 95 appearances under the guidance of Conte.
“[In] 2014, we spoke for the first time, and we have had a bond ever since,” Lukaku wrote on Twitter.
“We had many moments to work together, but only God knows why it never happened earlier.
“You came at the right time and basically changed me as a player and made me even stronger mentally and more importantly, we won together!
“Winning is and it’s all that matters to you and I’m glad that I have had you as a coach.
“I will keep your principles for the rest of my career ( physical preparation, mental and just the drive to win…). It was a pleasure to play for you!
“Thank you for all that you did. I owe you a lot.. @antonioconte”
