The Swans lifted their first-ever English silverware by beating Bradford City at Wembley in February and the Dane feels that this season will go down in club folklore.
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"It will be a season that will be remembered in this club, in this city, for many years to come. The 2012-13 campaign will be remembered as something very special."
Since the final, Swansea's form has tailed off - they have won just two of the last 10 league games - with some suggesting that the season ended as soon as Laudrup's men got their hands on the cup. However, the 48-year-old prefers to focus on other positives over the course of the season.
"Of course winning the final was the major moment but, in a season, there are always ups and downs, always moments you remember particularly well," he continued.
"I think winning several difficult away games is a particular highlight. This season we won at Anfield, Stamford Bridge and the Emirates Stadium so there have been some very important wins in stadia where you normally don't expect to come away with anything."
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He claimed: "It's impossible to always move forward but sometimes even maintaining the status quo is enough. At this club we cannot pretend to think that we are going to win another major trophy next year or even the year after that because that will be very difficult.
"However, if we're talking about the Premier League, I think we will have to improve just to stay where we are now. It's a little early to set exact targets because we still have to get new players in but, with our idea of the players we want, I think our target should be to try to at least stay mid-table and consolidate ourselves as a Premier League side.
"It will be very, very tough to stay in mid-table because some of the other clubs below us want to invest to improve."
One particularly spicy encounter next season will be against fellow Welshmen Cardiff City, finally promoted from the Championship this season, and Laudrup is relishing the challenge.
"I've heard a lot about the Cardiff and Swansea games," he enthused. "I played in several derbies and other huge games in my playing career so I'm looking forward to experiencing a new one."
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