Laffor's contract at Chloorkop expires in June, with Amakhosi said to be monitoring the Liberian's situation.
Mosimane, however, says Downs are working on a new deal for the ex-SuperSport United attacker.
"Rumors are rumors and we are busy dealing with Anthony's contract," Mosimane said after the Brazilians beat Maritzburg United 2-1 last night courtesy of a Laffor brace at Harry Gwala Stadium.
"It was the best time to play him and show us what he can do. I said prior to him, 'go there and fight for your contract and show us what you can do, we love you'. We want him to stay at Sundowns and I said to him 'the team wants you and needs you too and you are a Sundowns player'. And he said, 'coach I don't want to leave and I want to stay at Sundowns' and I said 'okay'.
"We don't operate like that, you know sometimes when the player has a contract that is lapsing, you know what happens? Where do we send our players ? We send them on the stands. So we don't have time for rumors. We are professionals and he is our boy and we understand him."
Laffor made his first League start of the season against United, having previously made five substitute outings for the second-placed champions.