There have been questions over the Dane's future at the Liberty Stadium, but Michu believes that since winning the trophy at Wembley and booking a place in the Europa League next season, Swansea should keep hold of the 48-year-old.
"The gaffer here has done great in his first season," the London Evening Standard. "But I have gone up to Michael and said 'stay with us now we are in Europe'. I know other people will want him. He is really good, doing really well and maybe he can go with another club, but I hope he will stay here.
"We are growing up really fast and it is always difficult for a club of our size to win a trophy. But I think now we are going to play in Europe we can bring in some very good players and can be a stronger team next season."
The Swans strode to victory at Wembley yesterday courtesy of a 5-0 win over League Two outfit Bradford City.