Manchester United striker Lukaku headed in a Thomas Meunier cross in the 74th minute in Piraeus for the decisive goal in a 2-1 Belgium win that guaranteed them top spot in European qualifying Group H.
All the goals came in a frantic five-minute spell, with a low drive by Tottenham Hotspur defender Jan Vertonghen putting Roberto Martinez's side ahead in the 70th minute.
Portuguese-born midfielder Zeca equalised for Greece only for Lukaku to grab the decisive goal -- his 10th in seven qualifiers -- a minute later.
Belgium join Brazil, Iran, Japan, Mexico and hosts Russia in guaranteeing a place at next year's finals.
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In the battle for second place and a spot in November's two-legged play-offs, Bosnia are now a point ahead of Greece and four clear of Cyprus, beaten 1-0 in Estonia.
Three days after a 4-0 destruction of the Netherlands in which they showcased their frightening array of attacking talent, France proved themselves unable to break down minnows Luxembourg, the nation lying 136th in the world rankings.
Antoine Griezmann smacked a 30-yard free-kick off the bar five minutes before half-time while Paul Pogba saw a header rebound off the frame of the goal late on.
It could have been worse for Les Bleus, though, as Luxembourg substitute Gerson Rodrigues outpaced Laurent Koscielny in the 79th minute before seeing his shot strike an upright.
Sweden, who beat France 2-1 in June, are second after a resounding 4-0 win in Belarus with goals from Emil Forsberg, Christoffer Nyman, Marcus Berg and an Andreas Granqvist penalty.
- Portugal chase Swiss -
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Meanwhile, the Netherlands boosted their hopes of making it to the finals with a 3-1 win over Bulgaria in Amsterdam.
Davy Propper scored twice either side of an Arjen Robben effort as the Dutch climbed above Bulgaria into third, three points behind Sweden who visit Amsterdam next month.
European champions Portugal are still three points behind the Swiss in second following a 1-0 victory against 10-man Hungary in Budapest as the AC Milan striker Andre Silva netted the only goal.
Portugal still harbour hopes of winning the group and qualifying automatically as Cristiano Ronaldo's side host Switzerland in Lisbon next month.
Also yesterday, Domagoj Vida's goal gave Croatia a crucial 1-0 victory over Kosovo in a match that had been stopped on Saturday due to heavy rain in Zagreb.
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