But the song was again heard from some sections of United's away supports along with another chant of: "We're Manchester United, we'll sing what we want".
After the game, United released a statement saying they would seek out supporters who "disrespected" Lukaku's request not to sing the song.
"Manchester United has a zero-tolerance stance on offensive chanting and behaviour," the club said.
"The club and player have been clear in asking for an end to the chant.
"The club is in discussion with the police and has asked for CCTV footage from Southampton and will try to identify those who disrespected the player's wishes not to sing the song."
(Reporting by Neil Robinson,; Editing by Neville Dalton)
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