"We clearly understand that through success, or where we are at now, that there is going to be interest from other clubs, we completely understand the situation. But we've started the process and we've got to make sure we tie most of our players down so they are Wellington Phoenix players again next season," Rudan said.
Krishna, who is off-contract at the end of the season, has scored nine goals in 13 games, with two of those coming from the penalty spot as the Phoenix rallied back to score three unanswered goals to beat the Central Coast Mariners 3-2 last weekend.
His hot form has even been recognised internationally, with the Phoenix's new all-time leading scorer earning selection in the Fifa 19 Team of the Week alongside global stars David de Gea and Luis Suarez.
The 31-year-old is closing in on Sydney FC marksman Adam le Fondre, who currently leads the golden boot race with 11 goals, and he appears well on track to surpass the 12 goals he scored during his most prolific campaign, in 2016-17.
The fact Krishna is now a New Zealand citizen makes him even more valuable to the Phoenix, as he is no longer considered an import.
"He has the ability to be the top goal-scorer in the league, no problem. You look at the team we've got now, the position we are in, we are supplying him and helping him and he's making a lot of goals himself as well," Rudan said.
"I'm constantly on his back with the runs he has to make in the box depending on the opposition, but he has the ability to be the top goal-scorer and when you are doing that you are generally one of the players anyway.
"He knows he's gets a lot of love from me, maybe too much, but at the end of the day we all love him. You can see when he scores, what goes on, there's a lot of love for Roy Krishna and we want to get the best out of him. We want to get the best out of everyone and it's always team effort but Roy wins you games.
"Some of the stuff he does individually, like he got us back into the game on the weekend with the two runs that led to two penalties and stepping up to take them himself, he makes things happen. As a defender I would never like to be marking a guy like that."
Krishna is not the only forward hitting form for the fifth-place Phoenix. Strike partner David Williams has scored three goals in the past five games, while new recruit Cillian Sheridan has made a game-changing impact in each of his first two appearances.
Rudan is now weighing up whether to unleash Sheridan from the first whistle in their next match, away to Melbourne Victory on Sunday night, but said Williams is "training the house down" in order to keep his spot.
"It'll depend on a bunch of different things, form being the main one, but tactical as well, the opposition. I really look at a lot of certain things, like how do certain defenders deal with certain types players, the skill set of the opponents and the strengths of ours and whether we could be successful there. But right now Cillian is ready to start, it just comes down to what I believe is best."