The well-regarded former Getafe boss is reported to be a contender to replace Andre Villas-Boas at White Hart Lane after the Portuguese was dismissed on Monday.
Wieghorst is not surprised to see Laudrup's name being linked with other teams but has no concerns about the 49-year-old's potential exit.
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"Michael has always attracted interest and that's because he's doing a great job, because he's a great manager and because of what he's done in the game."
Swans defender Angel Rangel echoed Wieghorst's sentiments but could understand if Laudrup were tempted to move to north London.
"We don't really talk about [speculation over Laudrup's future]," he remarked. "We all believe in the manager and know that he's happy at Swansea, he's got a good bunch of players.
"If he decides to move, we'll always give him a great farewell because he's done well for us and for the club. We achieved great things last season with him - top 10 in the Premier League and winning the [Capital One] Cup.
"I wouldn't blame him if he wanted to go to bigger club [but] I think he's happy at the moment."