Swansea travel to European champions Chelsea for their League Cup semi-final first leg encounter on Wednesday having lost just twice in 15 games in all competitions stretching back to late October.
Laudrup's team will have a total of eight games in January, including an FA Cup Third Round replay against Arsenal, but the Dane says his players are revelling in the constant action.
"It is a price you have to pay and one we all want to pay," he told reporters on Tuesday.
"To play games and to win games is great and we are where we want to be. Drawing 2-2 with Arsenal means another game in a very tight programme and it is not what we would have wished for - but it is better than losing," added Laudrup.
"The last two months have been very positive for us, we have only lost twice in that time and we have a great spirit within the squad. I'm hoping the confidence we have built up recently can help us along the way."
Swansea, who defeated second-tier Middlesbrough in the quarter-finals, last reached a semi-final 48 years ago.
The Welsh club, in their second season back in the top flight, are also a creditable ninth in the Premier League.
Though wary of Chelsea, Laudrup said the chance to emulate Welsh rivals Cardiff City last year by making the League Cup final was a huge incentive for his players.
"The thought for us to have a possibility of going to the final is a great one," said the former Barcelona striker.
"We know how important it is to get a result so we can play in front of our own fans in two weeks time with that possibility. It would be difficult to beat Chelsea over one game and even more so over two games but we will give it a try."
