In the present paper we consider hypersingular integrals of the following type = +∞ 0 f (x) (x − t) p+1 w α (x)dx, (1) where the integral is understood in the Hadamard finite part sense, p is a positive integer, w α (x) = e −x x α is a Laguerre weight of parameter α ≥ 0 and t > 0. In [6] we proposed an efficient numerical algorithm for approximating (1), focusing our attention on the computational aspects and on the efficient implementation of the method. Here, we introduce the method discussing the theoretical aspects, by proving the stability and the convergence of the procedure for density functions f s.t. f (p) satisfies a Dini-type condition. For the sake of completeness, we present some numerical tests which support the theoretical estimates.