Lukaku agreed to join Juventus last week, only for the prospective swap deal to collapse when United were unable to reach an agreement with Paulo Dybala.
The 26-year-old, who has played no part in United’s pre-season to date, was pictured in the training kit of his former club by Belgian newspaper HLN.
Lukaku is expected to return to Manchester on Tuesday, despite the ongoing uncertainty over his Old Trafford future.
Internazionale have a long-standing interest in the Belgium international and may be tempted to lodge a second bid following the breakdown of talks with Juventus.
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Inter’s initial offer of £54m was rejected last month by United, who are holding out for closer to the £75m fee paid for Lukaku from Everton in 2017.
Last week, Lukaku irked manager Ole Gunnar Solskjaer by leaking training performance data from United’s pre-season on Twitter.
The video, which was later deleted, showed Lukaku was among the fastest players in sprint session held last month while training in Perth, Australia.
Solskjaer confirmed on Saturday that he had spoken to Lukaku about the incident, describing the matter as “case closed”.
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