The highly-regarded former Getafe boss is reported to be a contender to replace Andre Villas-Boas at White Hart Lane after the Portuguese left the London club on Monday.
Wieghorst is not surprised to see Laudrup's name being linked with other clubs, but is not concerned that the 49-year-old could leave the Liberty Stadium.
He told BBC Sport: "I don't think the club should be worried.
"We've seen in his time here he's been linked with a few vacant jobs and he's said: 'I'm staying'.
"Michael has always attracted interest and that's because he's doing a great job (and) because he's a great manager and because of what he's done in the game."
Swansea defender Angel Rangel echoed Wieghorst's sentiments, but could understand if Laudrup was tempted to move to north London.
He said: "We don't really talk about it (speculation over Laudrup's future).
"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 (League) Cup.
"I wouldn't blame him if he wanted to go to bigger club (but) I think he's happy at the moment."
