For the system of Laguerre functions we define a suitable BMO space from the atomic version of the Hardy space considered by Dziubański in , where is the maximal operator of the heat semigroup associated to that Laguerre system. We prove boundedness of over a weighted version of that BMO, and we extend such result to other systems of Laguerre functions, namely and . To do that, we work with a more general family of weighted BMO‐like spaces that includes those associated to all of the above mentioned Laguerre systems. In this setting, we prove that the local versions of the Hardy‐Littlewood and the heat‐diffusion maximal operators turn to be bounded over such family of spaces for weights. This result plays a decisive role in proving the boundedness of Laguerre semigroup maximal operators.