Complicit? I'd say they were more than complicit. Ever hear of Operation Barracuda? That was an explicit Belgian operation to wipe out Lumumba.
President Eisenhower openly declared his desire/intent to "get rid of" Lumumba, according to Eisenhower's own CIA chief in the Congo (Larry Devlin). People who worked in the Belgian government at the same (such as Ludo de Witte), who were explicitly sent there to organize secession in Katanga province, where Lumumba was murdered, - admit that the Katanga rebels were acting on Belgian orders. Money was covertly being sent by the Belgians to Lumumba's domestic rivals. They secretly sent in Belgians after they had been expelled to help Mobutu and others. This has been admitted by the very Belgians who were handed money and sent to the Congo. Belgian and American money was sent to Mobutu to pay off the army so they would support his coup.
Documents have been found which openly expose the fact that western governments, such as the UK and US, were openly discussing the need to *eliminate* Lumumba permanently, including Howard Smith of the MI5. He had of Mobutu's secret service, Victor Nendaka, admits that the Belgians placed a lot of pressure on them to transfer Lumumba to Katanga, and they knew that this would be a death sentence.
A Belgian police officer, Gerard Soete, said the following: "We hacked them in pieces and put them into the acid. As far as our acid because we had two bottles like that of acid, big bottles, but we hadn't got enough so we burned what we could in those bottles. For the rest I know that my helper made a fire and put them in and we destroyed everything."