The Swansea boss saw his team dominate possession without hurting the opposition before the break and then fall behind when Morgan Schneiderlin gave the home side the lead at St Mary's.
The Swans did manage to salvage a point through substitute Nathan Dyer and Laudrup felt that was a reward for a decent away performance.
"To be honest, I think in the first half we passed the ball around really well," he said.
"But we lacked that five per cent when we arrived in the last third of the pitch. You know, that last pass in between the lines or that one-on-one.
"But I really think we played well; a really good passing game in the first half.
"Then in the second half it's true that Southampton put us under pressure [with] very direct play and you could see they wanted and needed the win."
The point took Saints off the bottom of the Premier League and leaves Swansea in 11th place on Saturday evening.