The Great Dane has never managed in a British derby and admits he cannot wait.
Laudrup said: "I know the Swansea and Cardiff derby is something everyone is looking forward to. I also played in the Real Madrid and Barcelona games, but that is a different type. There are 400 miles between the clubs.
"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."