The Swans conceded on the stroke of half-time when Roger Espinoza scored and again trailed early in the second half when James McCarthy netted after Angel Rangel's equaliser before goals from Itay Shechter and Dwight Tiendalli won it for the visitors at the DW Stadium.
Laudrup, whose side drew 0-0 with Manchester City on the weekend, was thrilled to see Swansea fight for their first win in eight league outings.
"The reaction and the intensity my players showed in the second half was really great," he told Sky Sports.
"It wasn't a great football game, technically speaking, because there was too much at stake for Wigan.
"I think coming back twice in an away game to Wigan like this, I can be very, very pleased."