Belgium led 6-0 at the break after Lukaku's brace, two own goals and Nacer Chadli and Youri Tielemans' strikes.
Christian Benteke made it 7-0 before Yari Verschaeren scored a penalty and Timothy Castagne wrapped up the win.
Lukaku's double takes his international tally to 51 and makes him the first player to score 50 goals for Belgium.
The Inter Milan striker has six goals in 10 games for club and country this season.
Watch goals highlights below: