Allen was one of the Swans' standout performers last season in their debut Premier League campaign.
However, following former boss Brendan Rodgers’ appointment as Liverpool manager, the 22-year-old has been linked with a move to Anfield.
But Laudrup dismissed speculation that the Wales international is set to depart his homeland this summer, insisting he is a key figure in his future plans at the club.
"I want Joe [Allen] to stay here because he is very important for the team. As far as I know, we have heard nothing from Liverpool," said Laudrup.
"If it is more than just rumours then I'm sure the chairman will talk to me about it."
The former Denmark star accepted that transfer talk is part and parcel of the industry when players catch the eye of potential suitors, but he is hopeful of keeping the current squad together.
"It is normal to have interest when people are doing well," he continued.
"Swansea did well in their first season in the Premier League and some of the players were not well known at the highest level before.
"Of course we want to keep our most important players and I would not welcome any interest in our best players. But it is part of the game."
