Wayne Routledge got the only goal of the game six minutes into the second half, tapping in at the far post.
Swansea were a long way short of the form they showed in humbling Valencia at the Mestalla in their first group game, and the visitors would have taken something from the game had striker Goran Karanovic converted a first-half penalty.
The game was hardly helped by the inconsistent and fussy refereeing of Duarte Gomes, but Swansea can now head into the home game with Kuban Krasnodar later this month knowing a win would put them a long way towards a place in the last-32.
"I am pleased with the win," said Laudrup. "It was probably not one of our best games but in Europe games are tight and it is always difficult.
"The most positive thing is I don't remember the last time we managed to win when not playing well. Normally we have to play well to win, but tonight we didn't, although we had good moments.
"We had more chances then them, but if they had scored their penalty and another good chance they had it could have been different.
"But we have had games where we have failed to take our chances.
"I have said in recent weeks we have played well and not taken our chances. Maybe they deserved more but that's football."
Laudrup had few complaints with the penalty awarded against Dwight Tiendalli, but admitted to being frustrated by the eight-and-a-half minute spell in the first half where Swansea were down to 10 men with Michu receiving treatment.
Source: PA
Source: PA