Lukaku is on-loan at Roma from Chelsea to the end of the season.
La Gazzetta dello Sport says the player's desire is to remain in the capital and he has informed Roma management of his hopes.
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The objective is to convince Chelsea to leave him on loan for another year, even if his contract expires in 2026. The Blues have already made it known, however, that they want to sell him permanently for a fee of 43m.
The Giallorossi will consider another loan, but buying the player is out of reach for the moment.