Lukaku has stayed in the United States where he is training alongside Paul Pogba, and he is due to have a medical ahead of his Old Trafford switch.
The Spain global is expected to leave after Conte told the striker he is not in his plans. The Spain global plundered 20 Premier League goals last season as the club stormed to the title and will leave a sizeable gap upon his departure.
However, with Chelsea loanee Tammy Abraham joining the welsh club, Swansea might be a bit more agreeable this time, especially with only a year left on his contract and with the Welsh club set to agree a deal with Chelsea for the striker.
Chelsea's interest in the Spanish striker is longstanding.
According to Mediaset's Premium Sport based in Italy, the third option for Chelsea is Torino hitman Belotti, who has a release clause of €100m (£87.7m, $113.8m).
The Spaniard was one of the standout performers for Swansea last season, hitting 15 goals in his debut campaign in the Premier League and helping the club to stave off relegation.
Antonio Conte is desperately trying to strengthen his squad ahead of Chelsea's return to the Champions League but he's so far been frustrated in his attempts to sign a number of key players.