The Swans have never previously got to this stage of the League Cup, although they did reach the last four of the FA Cup in 1964, and there will be few expecting them to triumph over two legs against a Chelsea squad including Demba Ba, Juan Mata, Eden Hazard and Frank Lampard.
"I always preferred being away first in these games. I have done both as a manager and a player and if I had to choose I would prefer to play away first," said Laudrup. "The different thing is it is not a complete game, it is only the first half and we play the second half here in two weeks' time."
He added: "It is difficult to play a game when you know you have another one to come, but we know it is important to get a result so we can play the second leg here in front of our fans with the possibility to go through.
"It will be difficult, we know that. To beat Chelsea in one game is difficult, over two games it is even more difficult.
"But we have to give it a try, and we will give it a try and I hope the confidence we have built up in recent weeks can help us."
Following Sunday's FA Cup draw with Arsenal, Swansea's resources are set to be stretched over the course of a month which could see them playing nine games in total.
Premier League survival remains Swansea's priority, but with a place in the final up for grabs, Laudrup will not be holding any of his players back.
"As a smaller club we cannot normally compete for trophies, so to be so close to a final is fantastic," he said. "It is the first time for us to be in a semi-final for some time.
"It is the first time since 1964, that was a good year as I was born then so it is 48 years ago and it shows what an achievement this is. The chance to go and play in a final is very big for us."
- Sports & Recreation