The Dane has been linked with taking over at Real Madrid, Manchester City and Chelsea after guiding the Swans to the Capital One Cup success by beating Bradford City 5-0 in the final at Wembley on Sunday.
Despite the impact he has made since taking over at the Liberty Stadium, Dyer believes that the Welsh outfit would continue to grow without Laudrup.
"Having the right manager is very important but we have the players who can play quality football," Dyer told The Sun. "Every manager brings in different things. Michael Laudrup was an amazing player. The experience and knowledge he's brought in has been unbelievable.
"But it's not like just because we lose a manager we are going to be fighting relegation. That makes no sense. You know the boss will attract interest.
"It's a fairytale for Swansea to have come from the lower divisions, to win a cup final and be in the top 10 of the Premier League. But since I've been here the chairman has had four different managers and he's brought in the right guy every time. We've never taken a step backwards. He knows what he's doing."
Laudrup took over at Swansea in the summer.