Denmark captain Eriksen required emergency treatment on the field after he fell to the turf late in the first half of the Group B match at Parken Stadium on Sunday.
The midfielder was awake in hospital and undergoing tests following such traumatic scenes in Copenhagen, with his team-mates having formed a protective barrier around him while efforts were made to resuscitate him.
Lukaku shed tears for Eriksen as he watched the game before scoring twice in Belgium's 3-0 win over Russia later in the day.
The striker shouted "I love you Chris" into a television camera after putting the Red Devils in front.
He told beIN SPORTS: "I'm really happy with the win but for me it was difficult to play today because my mind was with my team-mate, Christian.
"I hope that he's healthy and I dedicate this performance to him.
"I cried a lot because I was scared.
"We lived strong moments together for a year and a half, I spent more time with him than with my family.
"My thoughts are with him, his girlfriend, his two kids and his family."
Toby Alderweireld had similar thoughts after the match, writing on Twitter about his former Tottenham team-mate to say: "First win of the tournament but tonight was about more than football."
Tagging Eriksen, he added: "My friend, my thoughts are with you and your family."
Finland beat Denmark 1-0 after the first Group B game resumed with the five remaining minutes of the first half played before a shortened half-time interval.
UEFA said the match was completed "following the request made by players of both teams".