The London club have been searching for a replacement for Harry Redknapp, who resigning earlier this month citing the need for knee surgery as the reason for his departure.
Former Tottenham boss Tim Sherwood was quickly installed as favourite to take over at Loftus Road, while caretaker manager Chris Ramsey - who worked with Sherwood at White Hart Lane - refused to rule himself out of the running.
Ex-Swansea manager Laudrup has also been touted with the role in recent days, as well as the vacant Japan coach's job, but the former Denmark international stated he is content with current employers Lekhwiya - who are top of the Qatar Stars League.
"It is always positive to be linked with big jobs and taking over one of the biggest teams in Asia [Japan] or QPR are big jobs," Laudrup told Danish newspaper Jyllands-Posten.
"But, having said that, I would also like to say that I have no intention to leave Lekhwiya at the moment.
"We are top of the league and are starting the group phase of the Champions League in two weeks."
QPR moved out the relegation zone with a 2-0 win at Sunderland on Tuesday, their first away points of the season.
