The Blues drew 1-1 on Monday evening in a very disappointing result for the side.
The Blues drew 1-1 at Goodison Park on Monday evening, but should have won the game clearly given the chances they created throughout.
Instead, a late header from Scott Dann had given Palace the lead with just 15 minutes remaining, with them requiring a goal from Lukaku to secure a point.
It was the second week running they have conceded late on and had to settle for a draw, with Bournemouth scoring late to secure a point last weekend, and the Belgian says they must learn to concentrate for 90 minutes in games.
“You have to be focused for 90 minutes and that is something we all have to learn,” he told the Liverpool Echo.
“But we have to look forward and focus ourselves on our next game, knowing we performed well today.”
“It is a process you have to go through as a young player, you know you have to improve and learn. We have a young team but everyone put in a great shift and we need to keep going.”
The game was a big one for Lukaku, as he notched his 50th goal on 100 appearances for the Blues, an impressive record for the 22-year-old.
However, he left the game with mixed emotions, with him Roberto Martinez’s side having failed to take the chance to move up to sixth in the table.
Instead they find themselves ninth and Lukaku insists that is not a position they are happy to be in.
“We have mixed emotions because I think we played one of our best games offensively and defensively but it is just that one action,” he added.
“If we had won the game we would have made a big step because we would have gotten closer to the top, but we are still in the mid-table position - a position where we don’t want to be at.”