The 48-year-old has been touted as a possible replacement for Jose Mourinho at Real Madrid, but Michu has insisted that he hopes the former Danish international stays at the club.
Michu told Sky Sports News: "Laudrup has been good for me.
"He was good as a player, and very good as a coach. He is one of the best I have had in my career and I am very happy with him. He has taught me many things, he gives you a good feeling on the pitch and the chance to play well, he is good for all the players.
"It would be good if he would stay. We are really happy with him but we know like a player you want to grow, go to top clubs, play finals and win titles."
Michu has scored 18 goals in 32 appearances for Swansea this season.