The striker came under heavy criticism for his involvement in United’s 2-1 derby defeat to Manchester City yesterday.
Lukaku was involved in both of City’s goals and he has now scored just twice in 14 games.
There have been suggestions from pundits and former professionals that he is clearly lacking on confidence.
But Red Devils legend Neville insists the Belgium international needs to snap out of it for the sake of his team.
“You look at him today and he struggled,” Neville told Sky Sports.
“I’m not just talking about struggling in terms of missing a chance, he struggled at being in the game and being confident in the game.
“He’s got to get over that quickly as he’s Manchester United’s centre-forward.
“He’s a young lad but he needs to get to the point where he believes he should be out there – it’s like he doesn’t believe it in this period.”
Zlatan Ibrahimovic’s return to fitness has also raised questions over whether Jose Mourinho will opt for the Swede to lead the line once he is fully match fit.
The 36-year-old came on as a substitute in the final few minutes of the Manchester derby to partner Lukaku up top but was unable to influence the result.