And as he looked ahead to a contest that pits the European Champions against a club who have never won a major competition, Laudrup was keen to emphasise the contrasting nature of the clubs who clash at the Liberty Stadium on Wednesday.
"I imagine when they pay £30m, £40m or £50m for a player I think it's not just because he's a nice boy," he said.
"They want trophies every year - like if you're Barcelona and Real Madrid, Manchester United and Manchester City, or Bayern Munich or Juventus.
"In Swansea they don't ask for that, but if we can get it, it would be great.
"I've been asked a lot in the last couple of weeks about how important this game is and I answered every time that I don't think I'm the right person to ask that question because I've only been here for seven months.
'Fantastic' Swansea delight Laudrup in 2-0 first-leg semi-final win at Stamford Bridge
"I think it would be much better to ask that question to people who have been here five, 10, 15 or 20 years or even more because they have something to compare with."
Despite leading through goals from Michu and Danny Graham in the first leg at Stamford Bridge on 9 January, Swansea should not be regarded as favourites, insists their manager.
"The only thing I asked for when I saw the draw was that at least in the second leg we had the possibility, the realistic possibility, of going to the final.
"And I think we can say we have a realistic possibility - but to go into a game against Chelsea saying you are favourites, that's some way to go."
Laudrup also says there is no need to "over-motivate" his players, because they are fully aware of the game's importance in the club's history.
Midfielders Pablo Hernandez, with Getafe in Spain, and Ki Sung-Yeung, when at Celtic, are the only players in Laudrup's side with experience of a major final.
"They know they are just one step - a huge step - but still one step from being in a final," said Laudrup.
"There's no need to motivate because players may be even over-motivated so I think I would turn it around and say just take it easy, do your best and let's see if it's good enough."
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