Belgium failed to qualify for the last 16 after drawing 0-0 with fellow Europeans Croatia.
They finished third on 4 points, one behind Croatia who went through in second place in Group F. Morocco topped the group on 7 points, beating winless Canada 2-1.
After beating Canada but losing to Morocco, Roberto Martinez’s side needed a win to guarantee their spot in the knockout stages in Qatar.
However, they failed to score against a Croatian side who knew they only needed a draw.
Belgium managed 16 shots in the contest, five of which came from the boot of Lukaku, who was subbed on after the break.
The first half of the game lacked any real quality from either side despite the considerable extent of star power on the pitch.
Croatia went close inside the opening 10 seconds as Perisic fired a shot just wide of the post.
On 14 minutes, they were handed a penalty as Anthony Taylor pointed to the spot, but VAR ruled it out after spotting an offside in the build-up.
But it was a rather uneventful display, from Belgium in particular, as they went into the dressing room in a stalemate. Some of the same problems arising from their previous two games in Qatar.
The Belgians took on some early pressure at the beginning of the second half as Courtois made a couple great saves to deny Brozovic and Modric.
Then, Lukaku began to make an impact, yet he squandered a magnificent chance to give his country the lead as he hit the post with the goal gaping in front of him. It was agonising for Belgium who knew that they desperately needed a goal. But they couldn’t find the back of the net despite having the likes of Eden Hazard, De Bruyne and Trossard all on the field.
As the game headed into injury time, Lukaku again missed a sitter at the back post following a cross from Thorgan Hazard. It was not to be Belgium’s day as the game ended goalless, thus eliminating them from the tournament as Croatia and Morocco advanced to the round of 16.
Martinez will be thoroughly disappointed in his side, some of whom were in tears at the final whistle. But, as one of the favourites going into the competition, they have evidently underperformed and failed to make use of their overarching talent.