In this paper, we give a criterion to prove boundedness results for several operators from the Hardy‐type space to and also from to the space of functions of bounded mean oscillation , with respect to the probability measure on when is a multi‐index in . We shall apply it to establish endpoint estimates for Riesz transforms, maximal operators, Littlewood–Paley functions, multipliers of the Laplace transform type, fractional integrals, and variation operators in the Laguerre setting.