It was revealed last night that Conte’s top summer target Lukaku completed a £75million switch to Manchester United after passing a medical in Los Angeles.
Lukaku was the subject to late bid from Chelsea, who matched United’s offer.
The Belgian striker was arrested in Los Angeles last week following a noise complaint and will appear in a US court on October 2.
Conte is said to be ‘livid’ that Chelsea lost Lukaku to United boss Jose Mourinho.
It has been claimed in his native Italy that he is considering his future.
He has still not signed the new contract he was offered earlier in the summer.
The reports have been dismissed as mischief-making emanating from Italian clubs who would love to have Conte as manager
But he has been unhappy at Chelsea’s failure to sign the players he wants.
Chelsea owner Roman Abramovich is desperate for Conte to stay at the club and the Blues.
It was hoped the former Italy head coach could have signed the new deal put to him by the Russian billionaire.
But Conte is thought to be frustrated by the lack of progress being made on a number of signings at Stamford Bridge.
Lukaku was earmarked as a replacement for Diego Costa, who was told via text message from Conte himself that he would be sold this summer.
Chelsea are in need of a new centre-forward and are also eyeing defensive and midfield recruits.
They were confident of landing Lukaku, whom they sold to Everton in a £28m deal three years ago.
But United public move for the Belgium international means Conte’s staff must now look elsewhere for a goalscorer.