Lukaku grabbed two goals for Belgium in a 2-1 win over Switzerland, with the United striker impressing leading the line for his country.
"But we like challenges too, we have goals. I'd like to do that".
More than that, Pogba is considered to be the centre of the entire United project "with or without Mourinho", suggesting that there's only one victor if things reach a conclusion.
However, speaking ahead of France's friendly fixture against Iceland and Uefa Nations League showdown against Germany, Pogba stated that he does not need captain's armband to be a leader. "You don't have to be captain in order to speak, a leader is not someone who has the armband".
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Last year, he suffered a dislocated wrist in Week 1 and missed the rest of the season. He was a key contributor to the team's first Super Bowl victory previous year .
Belgium's second win in the group means they have won 11 of their last 12 matches, the only blemish being the World Cup semifinal defeat by France in July.
Cristiano Ronaldo and Lionel Messi have each won five times in a decade-long stranglehold on the honour with Zinedine Zidane the last French victor after their last World Cup triumph in 1998.
"There are a lot who deserve [the award], I don't put myself among them", he said.
"You look at Frank (Lampard at Derby) and I know Stevie (Gerrard) done a year with the younger lads at Liverpool, but he's gone straight in at Rangers and it looks like it comes natural to them".
The Spanish outlet claims that United's owners, the Glazer family, aren't even entertaining the idea of selling the Frenchman as they see him as "their [Lionel] Messi".
The victor, which will be voted for by a global panel of 176 football journalists, will be announced on December 3.