The striker has found opportunities limited this season and is understood to be a target of Sunderland after falling behind Michu in the selection order.
But after seeing Graham save Swansea from FA Cup elimination with a late goal in Sunday's draw with Arsenal to add to his Premier League equaliser against Aston Villa, Laudrup wants to keep the 27-year-old.
The Swansea boss said: "We have not had official bids for Danny. He is playing well right now so obviously he is important for us, because he is scoring goals.
"But let us see what he is saying. That I am talking to players does not mean I tell them they can leave. That is just the way I am. I speak to players.
"Michu was on the bench, because he was not 100 per cent (fit) but I thought Danny, after two goals in two games, could keep his momentum up.
"Apart from his late goal, he showed great spirit and heart. In the last couple of games we have seen the Danny we saw at the end of pre-season."