Lukaku added that despite the club's progress under major shareholder Farhad Moshiri and manager Ronald Koeman, Everton had failed in its pursuit of several transfer targets.
The Belgian striker's future has dominated the back pages this week after he rejected a new five-year deal with the club.
Koeman says he is not afraid about the situation because Lukaku has more than two years on his contract.
Everton host Premier League strugglers Hull on Saturday, and Koeman insisted there is no need for Lukaku to miss out on the game following his interview. "Ross is a boy from Everton, and what we need to show to him is the best reasons to stay".
The powerful striker also said he knew of players Everton could have signed, but opted not to, as he questioned the club's ambition.
Mourinho later emerged himself smiling while Raiola darted off unseen by waiting photographers.
"The second is, and i spoke with Rom this morning, I know it's hard but if you are a player prepare yourself to play good, to score goals and we know he is one of the best, and the rest needs to be done by the manager and the board". The big aim in football is to win as many titles as you can, so we need to try more, give a bit more.
"I don't know what the board's plan is, but there were some players I knew the club could have got and they didn't, and they're playing in this league".
It's also been reported by Jack Wilson of the Daily Star that Raiola and Woodward "have now become friends following their regular transfer dealings", with last summer's influx of star talent presumably bringing the two together.
United head into Thursday night's clash with Rostov having drawn the first leg 1-1 in Russian Federation and needing just a goalless draw to progress.
"That is what the fans want".
"Every player has ambition, likes to play for titles, play in the Champions League".
"No matter where you play you want to be remembered".
"He said, 'Rom, one summer I just came in and boom, boom, boom, boom". We are playing well and we know every game is hard.