The Swans have lost just once in five visits to the capital so far this season, and have racked up notable victories at the Emirates Stadium and Stamford Bridge.
The Welsh club head back to the home of the Gunners after a 2-2 draw at the first attempt at the Liberty Stadium.
The 1-0 defeat at Tottenham last month is the only blot on their copybook in the capital, with the other four games ending in wins over QPR, Arsenal, Fulham and Chelsea.
That improvement in away form has helped Laudrup's side to a run of just two defeats in their last 17 games in all competitions, and the Dane is hoping for more of the same when they meet an Arsenal side without the injured Mikel Arteta and suspended Laurent Koscielny.
He said: "I like London, we have only lost to Tottenham there.
"We have done really well there and it's also more than two months where we have only lost two games, and apart from those two the last defeat was to Manchester City, the Premier League champions, away.
"This gives us a lot of confidence which is important because when you make changes and people come in, they fit in and feel that confidence.
"I feel now that most of the squad feel they are an important part of the team."