The Wales international defender has been crucial to Swansea City's rise to Capital One Cup glory but his manager expects that interest in him is only likely to increase
The centre-back has been an integral part of the Swans side which won promotion to the Premier League, retained their status in England's top division and, in partnership with Chico Flores, won the Capital One Cup this season.
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."