The Swans go into the match at the Liberty Stadium in ninth place following a run that has seen them pick up two wins in seven games.
"We have six games to go and Saturday is a key game," Laudrup told the club's official website.
"We have been in the top 10 for a number of weeks now and if we want to stay there we need a win on Saturday, particularly with the games we have after that.
"Beating the big teams is a bonus, but I'd prefer to beat the teams that are our direct rivals. I believe that if we win on Saturday then we will finish in the top 10."
The two teams played out a 1-1 draw when they met in the reverse fixture back in September.