Lukaku started both of Belgium's games but has had a limited impact and looked bitterly disappointed when he was substituted against Russia after 57 minutes.
In the matches against Algeria and Russia the 21-year-old had one shot, did not make a single dribble or tackle, and made the lowest number of passes of anyone in his team.
Lukaku was replaced by 19-year-old Lille forward Divock Origi, who scored in the 88th minute for their 1-0 win over Russia to clinch qualification for the knockout stage.
Chelsea midfielder Hazard said: "Lukaku has not been able to have much possession of the ball and he did not have much space at all, and that's what I told him in the dressing room. But I told him he contributed to the victory."
Belgium coach Marc Wilmots said he understood Lukaku's reaction to being substituted, adding: "If he has to go off after 55 minutes or so he's not happy of course, that's natural. It happened to me as well. I will analyse things with him, but I need all my players and the truth of today is not always the truth of tomorrow."