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.
Laudrup 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."
He added: "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."
Laudrup is likely to again make changes to his side in the midst of a hectic January schedule, but will have to do without new signing Roland Lamah, who has joined on an 18-month loan from Osasuna. The 25-year-old winger cannot play as he was not registered at the time of the original tie.
The manager added: "He is a player we had already watched before the season started, he is a player who is not a forward but who can play behind the striker in all three roles. He has a lot of individual quality, he is quite strong and has good quality one against one as well as a good shot."
Ahead of the trip to the Emirates, Laudrup also called for tickets to be reasonably priced for fans following the controversy over Manchester City's fixture there on Sunday.
Some City fans baulked at the £62 price of tickets for the game, while assistant referee John Brooks has been stood down from the FA Cup replay between West Brom and QPR after encouraging City's players to thank their fans who had made the trip to north London.
Swansea fans have paid £35.50 for an adult ticket for Wednesday's game, while the club have subsidised travel so supporters pay just £5 for the trip on official coaches. "It is expensive to watch games, we have to remember that this is a world with a lot of money for clubs, managers and players, but people in the stands don't have this," Laudrup said.
"It is unfair to go on top of Arsenal, every club has to make their own decisions. I will not sit here and tell Arsenal how to run their business. But we have to remember that those who come into the stadiums here, there and everywhere work hard for their money."
- Sports & Recreation