Liverpool manager Brendan Rodgers is rumoured to be targeting Allen - despite an agreement not to raid his former club for a year.
Laudrup said: "When people are doing well, and especially when it was Swansea's first season in the Premier League, it's normal some of the players were not that well known at the highest level and it's normal there's interest.
"Of course we want to keep our most important players here.
"But it's also a part of football to accept that sometimes people leave because the offer is too big for the club or for the player.
"Of course it's not something we'd welcome but you have to deal with it if and when the time arrives. For now it's only speculation."