Belgium forward Lukaku rolled in Roma's sixth in the 82nd minute of a dominating performance in which talisman Paulo Dybala also got off the mark for the season with a brace.
Romelu Lukaku completed his season-long loan move to Roma from Chelsea on Wednesday after being welcomed as a hero by supporters.
According to the Italian sports daily, Roma will pay the London club 5.8 million euros ($6.2 million) and the player will receive an annual salary of 7.5 million euros
His message was one of pride, which is what he has restored at Roma, a team which has one of Italy's largest, most passionate fan bases but has won little of note since being founded in 1927.
Sevilla beat AS Roma 4-1 on penalties on Wednesday to win the Europa League for a record-extending seventh time, handing Jose Mourinho his first defeat in six European finals.
"The present is more important. The past is the past. We don't know the future," Mourinho said.
Roma slid out of the Serie A top four by the slimmest of margins as they lost 3-1 to Atalanta in Bergamo on Monday.
Stephan El Shaarawy and Lorenzo Pellegrini scored in extra time to earn hosts AS Roma a spot in the Europa League semi-finals after defeating Dutch side Feyenoord 4-1 on Thursday for a 4-2 aggregate win.