Graham has scored three goals in 15 appearances for the Swans this season after impressing last campaign after arriving from Watford in a £3.5m deal in June 2011.
But he has struggled to secure a regular first team berth this season and Laudrup admits he has sympathy for players on the fringes of the action.
"There will be rumours. In some rumours there is something, in others nothing. We just have to take it from there," he said.
"Right now there is nothing from any player. I can't say already that none of our players have done anything.
"We will take it from there and after 1 January I want to speak to the players, especially the ones who aren't playing, to find out what their intentions are and what they want for the next half-season and for the future.
"I think that's fair, especially to the players who are not playing. (Danny Graham) is still part of our plans here but I want to hear from him.
"He has not been playing so much for the last couple of months and I understand every player who is not playing regularly is not happy.
"You have to listen to what the player wants, to his wishes, and then again you have a contract with the club.
"There are a lot of things to fit in. The most important thing is to know what the player is thinking."