Michu helped fire Swansea to Wembley glory and then told manager Michael Laudrup to ignore any potential suitors and lead the Welsh club back into European competition.
The 26-year-old forward netted his 19th goal of a superb debut campaign in English football, side-footing Swansea's second beyond Bradford keeper Matt Duke as part of an emphatic 5-0 Capital One Cup final triumph.
Man of the match Nathan Dyer and Jonathan de Guzman grabbed a brace apiece, the Dutchman getting his first after Duke had brought him down in the area and been dismissed by referee Kevin Friend.
Success at Wembley saw Swansea secure their first major piece of silverware, and also earns them a place in the Europa League.
That means a first taste of European football since 1991, but question marks remain over whether Laudrup will be the man to lead them as the Dane continues to be linked with some of the biggest jobs on the continent. Laudrup is reportedly a target for Chelsea and Real Madrid for next season.
But, having brought Swansea so far, Michu believes it is only right Laudrup sees them through their next challenge.
"The gaffer here has done great in his first season," he said. "But I have gone up to Michael and said 'stay with us now we are in Europe'.
"I know other people will want him. He is really good, doing really well and maybe he can go with another club, but I hope he will stay here.
"We are growing up really fast and it is always difficult for a club of our size to win a trophy.
"But I think now we are going to play in Europe we can bring in some very good players and can be a stronger team next season."
Michu sympathised with Bradford as their hiding condemned them to the heaviest defeat suffered by any side in a League Cup final, but acknowledged the key moment of Swansea's route to Wembley had come in their 2-0 win at Stamford Bridge in the first leg of their semi-final against Chelsea.
He said: "We scored five, which is never easy to do.
"It was a great performance because Bradford have been very impressive in this competition.
"But the most important game for us was against Chelsea in the semi-final. We are here because of the way we played at Stamford Bridge."