Leicester were beaten at Old Trafford this weekend, with Maddison showing glimpses of his quality after a fine start to the new season.
"I don't worry," Rodgers said. “It's natural in the game, it's going to happen.
“If you're at one of the so-called top clubs, you'll always look elsewhere for the best players, and when you're a club like Leicester you'll always be in danger of losing your top players. That's football.
“All we can do is create an environment here for them to develop and improve and then if something happens in the future that's out of your control, then that's the way it works."
He added: "I tend not to worry so much, I just focus on making them the best they can be and if they then move on, that's how it works.
“But when they're here, they give their best, give everything to the supporters and the club, and we'll see where it takes us."