Laudrup, whose Swansea have cooled off after a storming start, said that Southampton "need to win", which will make the game a tricky one for his side.
"Southampton are dangerous because of the position they are in," Sky Sports News quotes Laudrup as saying. "It is sometimes easier to play the bigger teams as they give you more space.
"They are in the bottom three - we want to win, they need to win. It's not how you start, it's how you finish. At the end of the season the best team are champions, the worst three teams go down."
Swansea are currently 11th in the Premier League, while Southampton are bottom.