Midfielder Allen has been linked with a move to Liverpool even though Brendan Rodgers has agreed not to raid his former club.
And Laudrup has now cooled speculation suggesting the 22-year-old Wales international could be on his way out the Liberty Stadium exit door, insisting that he remains very much a key figure in the club's plans for the future.
"I want Joe to stay here because he is very important for the team. As far as I know, we have heard nothing from Liverpool," said the new Swans boss.
"If it is more than just rumours, then I'm sure the chairman will talk to me about it."
Laudrup accepts that such transfer talk is an inevitable consequence when players catch the eye, but he hopes to be able to keep his squad intact.
"It is normal to have interest when people are doing well," he explained.
"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."
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