If you're using "set position" you can try set position to:
X: lerp(Self.X, Mouse.X, 0.03)
Y: lerp(Self.X, Mouse.X, 0.03)
Reducing or increasing the last value vill change the speed. That will make the speed slower/smooth.
Otherwize I would use Move object at angle, for more control.
Move object at angle.
Angle: angle(object.x, object.y, mouse.x, mouse.y)
speed: 3 ?