The manager has ruled out a switch before the Swans' Capital One Cup semi-final second leg against Chelsea, with Newcastle, Norwich and Sunderland all interested
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However, Laudrup has denied that a move is imminent with the club taking on Chelsea for a place in the Capital One Cup final on Wednesday.
"No movements [on the Graham transfer]," Laudrup told reporters. "We have more important things to do in the next 24-30 hours than look at the transfer window."
Meanwhile, fans' favourite Graham has been urged to stay at the club by central defender Ashley Williams who, after Swansea's 3-1 victory over Stoke at the weekend, told reporters the striker has the support and confidence of the entire dressing room.
"We've just been saying to him two minutes ago in the changing room 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 stay the same thing.
"We want him here. He is going to make the decision on whether he stays or goes," the defender continued.
"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."