Laudrup wrote in the Daily Record: "In the second half of my last season with Rangers in 1998 it was common knowledge that I was going to leave that summer on a Bosman.
"Every time I picked up a paper there was speculation, every time I walked down the street supporters asked about the future and even the other players were always asking what was happening. At some point it gets to you, that's for sure.
"I don't know Kenny Miller is feeling at the moment but I know it can be difficult to concentrate 100 per cent on football when there are so many other distractions. It's impossible to completely blank everything out, no matter how hard you try.
"It doesn't stop you trying because you always want to finish on a high as it's not nice to leave a club when you have unfinished business.
"My last season at Ibrox wasn't the best for a lot of reasons, and while things happening outside the pitch shouldn't get to you, they do."