The Welsh outfit had the better of the action at the Stadium of Light but had to settle for a point against the below-par hosts.
A week later, Laudrup has praised his players for focusing on their Premier League duties, despite the high-profile nature of their tie with the Blues and their upcoming date at Wembley.
"After all that happened against Chelsea, going to the final, everyone in Swansea is talking about that going to that final," he said.
"No-one had spoken about Sunderland. It was very important for me to see how they reacted to that and I'm very pleased.
"First half we completely dominated, in an away game, against a good side. Clean sheet, a very good performance - that's great for me to say."
The Swans face League Two Bradford City in their first ever major cup final on February 24.