Lukaku spent a season on loan at the Hawthornes in 2012-13, scoring 17 goals in 35 league appearances in the process.
Now at United, the Belgian striker will face his former club on Sunday and took the opportunity to give his thoughts on West Brom's inevitable relegation.
"It's a painful one for me, because a few of those guys are my friends, so it's hard for me to see them in that position," he told 'MUTV'.
"But sometimes it's good to take a step back and then bounce and learn from it and try and improve on it.
"I just hope they don't go down and that they can learn from the mistakes that they made in the pre-season or whatever.
"I don't know what their problem has been this season, because you only watch the highlights, so you don't know what's happening in their game, but I just hope they find the key to success for the Premier League."