The Denmark international striker completed an £8.5m move to the Bluebirds earlier this month ahead of their first campaign in the Premier League.
Cornelius told Wales Online: "I'm looking forward to that match with Swansea very much.
"It's like a war when Cardiff play Swansea I have heard, like the derby we have in Copenhagen against Brondby. Anything can happen in a derby and they are fun games to play in."
The first derby clash between Cardiff and Swansea takes place on November 3 at the Cardiff City Stadium.