Despite Michu's heroics for the Welsh outfit, it is understood that Laudrup is keen to bolster his forward line in the summer.
"You can't stop rumours and I can't tell you not to ask me about something you have heard. When it is one forward and then another and another, I cannot lie to you and say we are not looking for a forward," he told the South Wales Evening Post.
"If there are rumours it is because people think this club is looking for someone in that position, and it will go on until the start of next season."
Swansea currently sit ninth in the Premier League table.