Danny Graham departed the Capital One Cup holders in January to move to Sunderland - with the club opting against bringing in a direct replacement mid-season.
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"You can't stop rumours and I can't tell you not to ask me about something you have heard," Laudrup told the South Wales Evening Post. "When it is one forward and then another and another, I cannot lie to you and say we are not looking for a forward.
"If there are rumours it is because people think this club is looking for someone in that position, and it will go on until the start of next season."
The ex-Mallorca boss also stated his aim of improving other areas of the squad ahead of the new season, with Goal.com exclusively revealing the Swans have agreed a deal for Betis midfielder Jose Canas.
He added: "I don't want to go into detail, but we are looking for players, as we have been all season. Sometimes we have to take people off the list because it is not possible or we change our opinion.
"But we have a list for every position. If one of our players who we did not expect to leave suddenly leaves then you cannot stand there saying 'Now what?'. You need to have a list of players in mind and that is what we have."