The Swans are heavy favourites to emerge victorious over the Bantams, despite their opponents having already stunned a trio of Premier League opponents in Wigan, Arsenal and Aston Villa on an astonishing run.
But Laudrup insists there is no room for complacency if the Welsh giants are to live up to expectation and win a first major trophy in the club's history.
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|8/1||Bradford are 8/1 with Bet365 to beat Swansea on Sunday
“To win a trophy would be fantastic for the players and the fans. Maybe some players might like to come because we will play in a European competition.
“On Sunday I won’t have to talk about motivation or what it means to the team, club, fans and city. I’ll say the line-up then talk about what we have to do to move Bradford around and what we have to try and avoid.”
Laudrup also admits returning to England's national stadium will bring back memories of some defining moments in his own storied playing career.
“I’ve had two very good days at the old Wembley," he added.
"In 1983 we won 1-0 with small Denmark against huge England. Allan Simonsen scored a penalty and we qualified instead of England for the European Championships.
“Then in May 1992, in the last year before the European Cup changed its title to the Champions League, we won 1-0 after extra-time against Sampdoria, who had Roberto Mancini and Gianluca Vialli in their side.
“I’ve had two huge results at Wembley so I hope Sunday will be the third for me."