The Belgian forward was in the box with Paul Pogba when the Frenchman fired a header at Keylor Navas during the UEFA Super Cup match.
The shot was parried away right into the path of Lukaku – standing just six yards from goal.
But instead of managing to find the target, the £75m signing smashed the ball way over the crossbar.
A look of pure disbelief crossed his face moments after as he realised just how poor a shot it was.
And fans back at home were equally shocked at the miss.
“Jose Mourinho thinking ‘Now I remember why I sent him on loan when I was at Chelsea’,” one wrote.
Another added: “That's a bad one, there’s no two ways about it.”
And a third simply wrote: “Pogba’s friendship is now ended with Lukaku.”
The 23-year-old made another mistake earlier in the match by running offside, in a move blasted by BT pundit Steve McManaman.
“I thought that was a massive mistake,” he said. “When goalkeepers make mistakes and centre halves they invariably lead to chances.
“That should have been a really good opportunity on goal.
“Maybe with the heat his brain is not switched on a little bit.”
Lukaku did eventually manage to make amends for the errors by scoring his first goal in a competitive match.
But it wasn’t enough to overturn Madrid’s 2-0 lead and the Spanish side were eventually crowned winners.
