The skipper's quality was on full display in defeat to Manchester United on Saturday.
"It's a big asset to this team," said Vestergaard.
"I don't want to say he's unparalleled, but there are not many as dangerous as him.
"Obviously in the world there are a couple, but he definitely is up there, maybe flying under the radar a little bit in terms of his qualities on free-kicks.
"We feel very confident when we have a set piece up and around the box, we know he can score from anywhere and lately we've also been able to score from the crosses. It's a big weapon."