They have continued to impress in the opening weeks of the new campaign, that included a week in which they drew 2-2 against Liverpool, won 3-0 in Valencia in Europe and went on to beat Crystal Palace 2-0 in the top flight.
Former Denmark and Celtic midfielder Wieghorst, who
joined Laudrup at Swansea in February 2013,
told BBC Radio Wales Sport: "I can understand why there's talk of him going to bigger places because he's doing a great job here.
"He's really enjoying it here and he wants to stay.
"Everything's going great and I am pretty sure that Michael feels that he can take this team even further."
Swansea begin their Capital One Cup defence at Birmingham on Wednesday, 25 September.
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