Lukaku scored twice for Manchester United to help them into a 3-0 lead before half-time in the Russian capital.
The Belgian put the Red Devils in front after just four minutes before Anthony Martial doubled the advantage from the penalty spot.
Lukaku then all but sealed a valuable three points away from Old Trafford with his second.
Former United striker Michael Owen was impressed with Jose Mourinho’s side and his star striker.
“That’s the stuff of Manchester United’s dreams, 3-0 at half-time,” he said on BT Sport
“They haven’t had to do that much either, to work that hard for the goals.
“Here’s the first goal, you couldn’t dream for a better start.
“We pick up Lukaku here, plays it with his weaker foot.
“I don’t think he does much, he basically half-paces into the box, Martial puts in the early ball.
“I spoke before the game, I don’t think his movement is unbelievable in the box, but when you’re bigger and stronger than everyone else and you can get your arm across a shoulder like this and just almost pin your defender down, it’s not a foul, that’s football.
“When you do that you don’t need to be nipping in front of defenders with your power and strength.”
Victory would make it two out of two for United in the Champions League this season.