Inter Milan twice hit the post and were also foiled by goalkeeper Pietro Terracciano as they were held to a 0-0 draw by Fiorentina on Wednesday which helped leaders Juventus move ever-closer to a ninth successive Serie A title.
The result meant that Juventus, who lead with 70 points and have four games left, can wrap up a ninth successive title by winning at Udinese on Thursday.
Atalanta, second with 74 points, and Inter, third with 73, have three games each to play and Juventus have a better head-to-head record with both of them.
Despite their unlucky breaks, it was generally a tired and uninspired performance from Antonio Conte's side who relied mainly on lofting crosses into the area aimed at Lukaku.
"History is written by the winners, the others just go and read about it," Conte said after the match.
"It's important to get as high as we can and the lads know that. But if we're talking about second place, I say it's the first of the losers. There are those who are content with this, but it has no meaning for me."
Inter have clinched their place in the Champions League next season, while Juventus are all but certain to wrap up a ninth successive title.
"This year we have reaped less than we sowed and we are trying to work on the mentality and develop a killer-instinct, which a great team must have if it wants to fight for something important," Conte said.
Terracciano made a double save early on to prevent Martin Caceres scoring an own goal and also blocked Lukaku's effort from the rebound.
Lukaku smacked a header against the post and Terracciano then diverted a close-range shot by the Belgian with his outstretched leg.
Inter's best second-half move featured a powerful run by Lukaku who found Sanchez and the Chilean's shot was touched onto the post by Terracciano and rebounded back into the arms of the grateful goalkeeper.