The Spaniard's double against Arsenal at the weekend took his tally to 10 goals from 15 games since his arrival at the Liberty Stadium in the summer.
The 26-year-old's £2m capture from Rayo Vallecano is looking like one of the shrewdest pieces of business conducted in the last transfer window.
And Laudrup says any clubs interested in prising Michu away from south Wales would need to stump up double the £15m fee Swansea received from Liverpool for Joe Allen.
He said: "I don't want to let him go, sometimes the offer can be so big you have to accept but I really don't think clubs are going to pay so much money for him.
"We have the example of what Liverpool paid for Joe Allen, if they have to pay double for Michu there are few clubs who could afford that.
"Joe went to Liverpool and you know more or less what they paid for him, but a guy who has scored many goals must be worth a lot more, so you work out the figures.
"I don't think anyone will come with that money so he will stay here."