Gary Bowyer praised Rudy Gestede's "magnificent" attitude in the face of speculation about his future and warned the striker's suitors they will have to splash the cash if they want to prise him away from Ewood Park.
Gestede goalscoring exploits since signing for Blackburn a year ago have seen him linked with a number of Premier League clubs.
Hull made an enquiry last week while Gestede's agent revealed Crystal Palace had a bid turned down.
The striker was left out of the squad for last weekend's draw with Wigan and was only a substitute when Swansea visited Ewood Park in the fourth round of the FA Cup on Saturday.
But Gestede managed to steal the headlines anyway after coming off the bench to put Blackburn ahead in the 78th minute as Rovers clinched a 3-1 victory over their Premier League opponents.
Manager Bowyer said: "Our aim all along in this window has been to try to hold onto everybody.
"The way Rudy's conducted himself with all the speculation has been magnificent. We had no trouble putting him back in the squad and no trouble putting him on.
"We said to him as he was going on, 'Go and score the winner'. It wasn't quite the winner but he made a big impact because that's what he is, a big player for us."
Gestede's goal was his 13th of the season and 25th since signing permanently for Rovers from Cardiff last January, an average of more than a goal a game.
Losing the 26-year-old or his strike partner Jordan Rhodes would be a huge blow for Bowyer, with the club only able to sign players on loan because of a transfer embargo.
"If you look at the last striker who moved into the Premier League, you're not talking peanuts these days for strikers," said Bowyer.
"Our owners, rightly so, have put a value on him and if that value gets matched then there's a decision to be made. But at the moment the figures are nowhere near what the owners are looking at."
Gestede broke the deadlock after Chris Taylor had cancelled out Gylfi Sigurdsson's thunderbolt midway through the first half and another former Cardiff man, Craig Conway, added the third late on.
Blackburn were undoubtedly helped by Kyle Bartley's early sending off for bringing down the pacey Josh King as the last man, and Swansea ended the game with nine men after Sigurdsson jumped into a needless challenge on Taylor in injury time.
Bowyer said: "It's a good feeling. The lads are delighted. To beat a Premier League team and get through to the next round is terrific for us.
"It certainly levelled the game a bit for us when they lost the player but even down to 10 men they're a great team because of the manner in which they keep the ball."
Bowyer expressed his disappointment that fewer than 6,000 fans turned up, but added: " Hopefully we can get another home draw against a Premier League team and see if we can try and fill it."
Bartley and Sigurdsson were the seventh and eighth Swansea players to see red this season, more than any other Premier League side.
Manager Garry Monk has been vocal in his belief his side have been on the wrong end of more than their fair share of poor decisions and he felt both sendings off were unfortunate.
"It's a coming together," he said of Bartley's red. "The footage that I've seen, you think whose arms are across whose, but you run the risk when you're the last defender.
"They always normally fall in favour of the striker but, to be fair to the attacking player, he didn't appeal for it.
"I thought the second one was harsh. I've said to Gylfi, 'You can't react'. He had a kick just before that against him, nothing happened, so he had a lunge. But it wasn't reckless or dangerous.
"But the ref again sprinted to get the red card out and now we have Gylfi suspended and Kyle suspended. It's not good."
Swansea lost 5-0 against Chelsea last week and Monk was left cursing bad defending for Gestede's goal as he reflected on another disappointing afternoon.
"I can't really remember them having too many shots or dangerous situations," he said. "Then to concede a poor goal like that, a set-piece, poor marking, we can't afford to do that at any level.
"That cost us and then obviously the third comes because we're pushing on. It's a disappointing result for us, we wanted to get back on track today, and unfortunately we couldn't do it."
The Swansea boss, meanwhile, denied a report they are interested in Rhodes, saying: " He's not been on our radar at all."
Source: PA
