The Swans held the European champions to a 0-0 draw at the Liberty Stadium in the second leg of their semi-final tie to progress 2-0 on aggregate.
"Over two legs Chelsea had the ball more than us. That is normal, that is Chelsea but today they didn't really have any good chances," BBC Sport quotes Laudrup as saying.
"We had some good chances. They had to score at least two but to be honest we deserved it. They didn't score once in 180 minutes."
Swansea will face League Two outfit Bradford City in the final of the competition, a side Laudrup has the utmost respect for.
"What Bradford has done - there are no words. They have beaten three Premier League teams, it is marvellous. If I had a hat on, I would take it off," he added.
Bradford booked their place in the final with a 4-3 aggregate win over Aston Villa in the semi-finals.