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However, Laudrup concedes that stories such as the ones circulating about a potential move to the Emirates Stadium are a part of football and that there is little he can do to prevent them.
The Dane told the press: "When there are rumours about these clubs wanting someone from here, it is because the player has done well.
"What can I do? I can't call Arsenal and say: 'Is it true?' I don't think Arsene Wenger would answer.
"We will have to live with these stories – it's part of the game – but it means people have seen what we have done here. Ashley has had a great season.
"He and Chico [Flores] have been a great pair. They are doing great together and I will be unhappy to lose that pairing for next season."