I think my chin is lagging behind the lips. Is there any exercise or some other easy tips to make it better?

There are no exercises to improve your chin prominence. Fillers, Implants and Genioplasty (bone surgery) are your choices.

 The Photographs demonstrate a weak chin profile, which occurs from under development of the mandible bone. Exercises will not help this situation. A Silastic chin implant can be inserted through sub mental approach under local anesthesia  to improve the projection of the chin on a permanent basis. Chin implants are manufactured in a variety of sizes and shapes, which is best determined at the time of the consultation and examination. For many examples of  what chin implants can accomplish, please see the video and  the link below

The chin is slightly under developed. This is developmental problem of the mandible/chin. There are no excercises to make it grow. Surgery is the only solution

You are correct, your chin is behind the lips.  If you place your finger from your lips straight down, your chin should almost touch your finger.  Yours is behind.  You need a chin implant to project the chin forward to better balance the lower half of your face.

A large chin implant will correct the chin and thick lip issue. Because the lip is unsupported it is bulky looking , it accentuates the small chin