Malky Mackay's side secured their place in England's top flight, ending a 51-year exile in the process, with a 0-0 draw at home to Charlton at the Cardiff City Stadium on Tuesday evening.
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"I know the Swansea and Cardiff derby is something everyone is looking forward to," Laudrup told reporters. "I also played in the Real Madrid and Barcelona games, but that is a different type. There are 400 miles between the clubs.
"It's like Liverpool and Manchester United here, where those games are more about the history and tradition. If you look at the same area like Cardiff and Swansea then I think it is more like Lazio and Roma.
"To have the first South Wales derby in the Premier League will be a nice occasion. It should be seen like that as well. A small country to suddenly have two teams among the 20 clubs in the Premier League is nice."