Laudrup played for both Spanish giants during his famed career.
He said: "As a top player, when you have a possibility to go to the other teams, it's very important to think what would be best and where would I fit in.
"You have to realise that playing in Barcelona and Madrid is completely different to playing in the Premier League.
"The football is totally different. There is no space to play. Everybody defends with 10 against you, in the last third of the pitch, home or away.
"There is nowhere to run, so that part of his play would have to go away in a lot of games.
"Everything is one-touch and move."