Boro missed out on the opportunity to achieve a third consecutive promotion when they were beaten in the League One play-off semi-final by Sheffield United.
But after such a remarkable season of over-achievement, Smith conceded some of his star players may attract interest from elsewhere.
"Clubs are looking at our players," Smith told BBC Three Counties Radio. "There are players out of contract I need to work hard to try and keep.
"My job is to try and keep this group intact as much as possible.
"What we're seeing is a group of players attracting a lot of attention."