The Swans were utterly dominant in the first half, and in the second they blew two great chances, Nathan Dyer stabbing wide and then Danny Graham was denied by a superb block by Titus Bramble.
"I think the first half we dominated completely. We were very close to creating those big chances. We did not have them but we dominated very much," said Laudrup.
"The second half was a bit more...for us, for them....but not 50-50. I think they only dominated 15 minutes but still without creating any chances.
"Then we came back to dominate the game and we had two huge chances, the first from Nathan Dyer and then obviously in the last minute with Danny Graham.
"I think that maybe we should have won the game. But the performance from my team, once again, was a great reaction from the cup semi-final second leg against Chelsea.
"Too see how competitive they are, it's really a pleasure for me to see this team. We played away, against a good side and I didn't see one clear goal chance from Sunderland. Couple of corners, couple of free-kicks but no chances at all and I think that's because of the way we defended."
Swansea's players felt they should have had a first-half penalty when Itay Shechter went down under John O'Shea's challenge.
Laudrup said: "When I saw it from the bench it didn't seem a penalty but now that I've seen it again, there is contact. Again, the referee has only one or two seconds to decide. But I think it was a penalty. "
As for the future of Graham, who is being targeted by Sunderland, he added: "He did what he could (tonight) and that's all we can ask for. What is going to happen I don't know."