The Swans play Kuban Krasnodar, who are bottom of Group A in the Europa League on Thursday, and Laudrup feels that side must play to their best to avoid the fate that endured when playing for Barcelona in the 1992-3 season when they were knocked out of the Champions League by CSKA Moscow.
"I remember it well, because in May 1992 I won the Champions League at Wembley with Barcelona against Sampdoria," Laudrup told reporters. "Just after that, the following November, we had to play a playoff before going into the group stage.
"We played CSKA and drew 1-1 away. Then we were 2-0 up after 30 minutes of the home leg and everybody thought it was done, but we lost 3-2.
"It was a big surprise, and it could be an example for us because even though it was 2-0 after 30 minutes it showed you have to be 100% focused. We had a fantastic team, better than CSKA with all respect, but they went on to the next round, we can use that tomorrow."
The Swans are top of their group having taken maximum points from their two games so far.