A goalless draw with Charlton Athletic on Tuesday night was enough to ensure the Bluebirds top-flight football.
Their promotion means that Wales's two top clubs will fight it out in two Premier League matches next season, which Laudrup believes will be eagerly anticipated by football fans.
"I know the Swansea and Cardiff derby is something everyone is looking forward to," The Mirror quotes Laudrup as saying. "I have tried some heavy ones when I was a player.
"If you talk about games in the same area, I played for Lazio against Roma in Rome. That was a really heavy one.
"I also played in the Real Madrid and Barcelona games, but that is a different type of one. If you look at the same area, like Cardiff and Swansea, then I think it is more like Lazio and Roma."
Cardiff have returned to England's top league for the first time since 1962.