Michu, who scored 22 goals in his debut season last term, has been linked with a possible move to Arsenal as Arsene Wenger looks to add to his attacking options before the close of the transfer window.
Bony and Michu have scored six goals in just four games together since the Ivory Coast international's arrival in the summer from Vitesse Arnhem and he believes the pair can be a massive success at the Liberty Stadium.
"I have heard the talk about Arsenal. But I hope he stays because he is very important to us," said Bony.
"Maybe it will also help me because defenders are looking at him and that can bring more room for me.
"He did very well last season, and this time it can be tougher because other teams know about him. But I think he can do even better because he is such a good player, with such good technique and positioning.
"We have been working together and we know a little bit more every day and can be better and better with each other.
"We talk a lot off the pitch too. He has been my friend to help me feel at home at the club.
"It is not easy to come and adapt in just three or four games, but we will go on working at improving."