The country is currently in a full lockdown as the number of coronavirus cases has risen to 47,021, with the number of deaths sitting at 4,032.
“The first thing for me is to ensure general health,” he told Bleacher Report.
“If we have to play in conditions that do not guarantee health, why should we play? We still run the risk of having sick players.”
Lombardy is one of the hardest hit regions in Italy, with the number of deaths standing at 2,549, and Lukaku admits things are very different compared to when he first arrived in Milan.
“Milan is silent at the moment, there is nobody around,” he added. “It is very different than when I arrived.
“At the time there were a lot of people on the street, the restaurants were full, even the area where I live was full of people outside.
“Now there is none of this. Now I’m in self-isolation because after we played against Juventus, one of the players tested positive for coronavirus. When I look out onto the balcony, I see a completely different view.
“We have to take our temperature every day but nobody in the team has shown symptoms related to this virus.”