The Swans striker has been linked with Sunderland and Norwich in the current transfer window, and the club's fans made a public appeal to the player during his second-half cameo appearance in the 3-1 victory over Stoke at the weekend.
"We've just been saying to him that we want him to stay, saying 'don't go', said Williams. "We all want him to stay. He is a top player and has done well here.
"We definitely don't want to see him leave and I think if you asked any player here they would say the same thing. We want him here.
"He is going to make the decision on whether he stays or goes. He has to make the right decision for himself and his family and his situation.
"Obviously, we are telling him we want him to stay, but it is his decision whether he stays or goes and we will back him whatever he chooses."
Meanwhile, centre-half Williams is expecting Chelsea to go into the Capital One Cup semi-final with all guns blazing as the attempt to overturn Swansea's 2-0 advantage from the first-leg in London.
"It's such a big game for us as individuals and as a club. We went up there, did really well and we have set ourselves up nicely," Williams added.
"But we know the job is not done and it will be as tough here as it was up there. They will come at us and we will be ready for that."