The Swans manager sees his side as second favourites to reach the final despite holding a 2-0 advantage from the first leg, citing the Blues' European pedigree as evidence
Goals from top scorer Michu and Danny Graham have given the Swans a priceless cushion over the Blues as they bid to reach next month's final at Wembley, where they would face League Two side Bradford City.
But the Blues, argues the Dane, have invested so much money that trophies are a must and sees their status as last season's Champions League winners as reason why they should be expected to progress.
"With the money they have spent, you ask me if they need a trophy more than Swansea? It's quite obvious that they do," Laudrup told reporters.
"One of their players - and I don't even talk about the most expensive one - cost more than our squad.
"I imagine that when they pay £30 million, £40m or £50m for a player, it's not just because he's a nice guy.
"They want trophies – every year, just like if you are in Barcelona, [Real] Madrid, Manchester United, Manchester City, Bayern Munich or Juventus. They don't ask for that at Swansea.
"If we can get to the final then it will be great. Are we the favourites? They won the Champions League last season, so I don't think so.
"The start of the game is going to be very important," the Swans boss observed. "There will be some of our players who will be extra-nervous because of the size of the game but it's important we don't have too many players who take their time to settle into the game.
"This game is different from the league games because we are so close to a final. It's a unique feeling to play in a big final and I really hope for my players that they can experience it."